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subject:"Bankenregulierung"
subject:"Bankrisiko"
~isPartOf:"Finance and stochastics"
~person:"Embrechts, Paul"
~person:"Kevkhishvili, Rusudan"
~subject:"Arrow-Debreu equilibrium"
~subject:"Portfolio-Management"
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Bankenregulierung
Bankrisiko
Arrow-Debreu equilibrium
Portfolio-Management
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Risikomaß
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Risk measure
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Theorie
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Embrechts, Paul
Kevkhishvili, Rusudan
Wang, Ruodu
3
Bernard, Carole
1
Boudabsa, Lotfi
1
Egami, Masahiko
1
Farkas, Walter
1
Filipović, Damir
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Jiao, Ying
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Klopfenstein, Olivier
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Uryasev, Stan
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Vanduffel, Steven
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Wang, Bin
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Zabarankin, Michael
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Finance and stochastics
Journal of banking & finance
2
Operations research
2
Journal of risk
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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
Research paper series / Swiss Finance Institute
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The Geneva risk and insurance review
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ECONIS (ZBW)
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Time reversal and last passage time of diffusions with applications to credit risk management
Egami, Masahiko
;
Kevkhishvili, Rusudan
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 795-825
Persistent link: https://www.econbiz.de/10012518100
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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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