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subject:"Bankenregulierung"
subject:"Bankrisiko"
~isPartOf:"Finance and stochastics"
~person:"Boudabsa, Lotfi"
~person:"Embrechts, Paul"
~subject:"Arrow-Debreu equilibrium"
~subject:"Portfolio-Management"
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Bankenregulierung
Bankrisiko
Arrow-Debreu equilibrium
Portfolio-Management
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Risk management
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Risk measure
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Boudabsa, Lotfi
Embrechts, Paul
Wang, Ruodu
3
Bernard, Carole
1
Egami, Masahiko
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Farkas, Walter
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Filipović, Damir
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Jiao, Ying
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Kevkhishvili, Rusudan
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Wang, Bin
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Finance and stochastics
Research paper series / Swiss Finance Institute
3
Journal of banking & finance
2
Operations research
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Journal of risk
1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
1
Swiss Finance Institute Research Paper
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The Geneva risk and insurance review
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ECONIS (ZBW)
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Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
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2
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
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