@PHDTHESIS{bräu2020, url = "http://www.theses.fr/2020SORUS100", title = "Pro-cyclicality of risk measurements. Empirical quantification and theoretical confirmation", author = "Bräutigam, Marcel", year = "2020", note = "Thèse de doctorat dirigée par Kratz, Marie Mathématiques Sorbonne université 2020", note = "2020SORUS100", url = "http://www.theses.fr/2020SORUS100/document", }