Complexity, power laws and a humean argument in risk management : the fundamental inadequacy of probability theory as a foundation for modeling complex risk in banking
Year of publication: |
2020
|
---|---|
Authors: | Hoffmann, Christian Hugo ; Djordjevic, Charles |
Published in: |
Homo oeconomicus : HOE ; journal of behavioral and institutional economics. - Cham, Switzerland : Springer International Publishing, ISSN 2366-6161, ZDB-ID 2130765-9. - Vol. 37.2020, 3/4, p. 155-182
|
Subject: | Risk management | Probability theory | Induction problem | Power laws | Complexity | Risikomanagement | Theorie | Theory | Wahrscheinlichkeitsrechnung | Bankrisiko | Bank risk | Statistische Verteilung | Statistical distribution |
-
Wang, Zheqi, (2020)
-
Stress testing and systemic risk measures using elliptical conditional multivariate probabilities
Aste, Tomaso, (2021)
-
Correlation under stress in normal variance mixture models
Kalkbrener, Michael, (2015)
- More ...
-
Hoffmann, Christian Hugo, (2019)
-
Making more research count : a blockchain enabled one-stop shop for immutable behavioral research
Hoffmann, Christian Hugo, (2021)
-
Objective and subjective risks of investing into cryptocurrencies
Angerer, Martin, (2021)
- More ...