SHEN, Xiaowen; WANG, Kaiyong; XIE, Yuan. The asymptotic behavior of systemic expected shortfall and marginal expected shortfall under extreme losses. Nonlinear Analysis: Modelling and Control, [S. l.], v. 31, p. 1–23, 2026. DOI: 10.15388/namc.2026.31.47691. Disponível em: https://www.journals.vu.lt/nonlinear-analysis/article/view/47691. Acesso em: 6 aug. 2026.