---
title: Tail Risk Management
url: https://www.ml-quant.com/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002135
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0305048324002135%3Bh%3Drepec%3Aeee%3Ajomega%3Av%3A133%3Ay%3A2025%3Ai%3Ac%3As0305048324002135
featured: 2025-03-05
citations: unknown
topic: Risk, Credit & Banking
---


# Tail Risk Management

Two new deep learning frameworks have been proposed for estimating financial risk measures, which are more efficient than existing methods.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0305048324002135%3Bh%3Drepec%3Aeee%3Ajomega%3Av%3A133%3Ay%3A2025%3Ai%3Ac%3As0305048324002135
- Identifier: RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002135
- Released: 2025-03-05
- First featured: Quant Letter No. 87 (2025-03-05): https://www.ml-quant.com/issues/2025-03-05/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

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