Reputation risk contagion
Year of publication: |
March 2017
|
---|---|
Authors: | Mitic, Peter |
Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 3.2017, 1, p. 53-86
|
Subject: | reputation risk | reputation risk measurement | correlation | DeGroot network | Bayesian | consensus | Reputation | Risikomanagement | Risk management | Firmenimage | Corporate reputation | Risiko | Risk | Risikomaß | Risk measure | Theorie | Theory | Ansteckungseffekt | Contagion effect | Korrelation | Correlation | Bayes-Statistik | Bayesian inference |
-
Rumour has it : modelling credibility, reputation and franchise risk
Sobehart, J. R., (2014)
-
Stress testing correlation matrices for risk management
So, Mike Ka-pui, (2013)
-
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix, (2021)
- More ...
-
Noise reduction in a reputation index
Mitic, Peter, (2018)
-
Improved goodness-of-fit measures
Mitic, Peter, (2015)
-
Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo
Mitic, Peter, (2019)
- More ...