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~accessRights:"restricted"
~person:"Rosazza Gianin, Emanuela"
~person:"Wang, Ruodu"
~subject:"Non-performing loan"
~subject:"Risk measure"
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Non-performing loan
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Rosazza Gianin, Emanuela
Wang, Ruodu
Koudijs, Peter
4
Voth, Hans-Joachim
4
Bianchi, Michele Leonardo
3
Chaudhry, Sajid M.
3
Grundke, Peter
3
Li, Jianping
3
Zhu, Xiaoqian
3
Adrian, Tobias
2
Arnaboldi, Francesca
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Broll, Udo
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Cai, Jun
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Centrone, Francesca
2
Chakroun, Mohamed Amin
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Daly, Kevin James
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Embrechts, Paul
2
Farkas, Walter
2
Favara, Giovanni
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Gallali, Mohamed Imen
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Giacometti, Rosella
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Giannetti, Mariassunta
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Hoffmann, Christian Hugo
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Jiang, Cuixia
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Kellner, Ralf
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Kleinow, Jacob
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Koch Medina, Pablo
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Lepetit, Lætitia
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Moreira, Fernando
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Munari, Cosimo-Andrea
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Muteba Mwamba, John
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Rashid, Abdul
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Reboredo, Juan Carlos
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Rösch, Daniel
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Sorrentino, Alberto Maria
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Strobel, Frank
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Stulz, René M.
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Su, Ender
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European journal of operational research : EJOR
2
Finance and stochastics
1
International journal of theoretical and applied finance
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Mathematics of operations research
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A theory of multivariate stress testing
Millossovich, Pietro
;
Tsanakas, Andreas
;
Wang, Ruodu
- In:
European journal of operational research : EJOR
318
(
2024
)
3
,
pp. 851-866
Persistent link: https://www.econbiz.de/10015048176
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2
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
3
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
4
Capital allocation à la Aumann-Shapley for non-differentiable risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
European journal of operational research : EJOR
267
(
2018
)
2
,
pp. 667-675
Persistent link: https://www.econbiz.de/10011812548
Saved in:
5
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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