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~person:"Capponi, Agostino"
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Search: subject:"Risiko"
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Credit risk
21
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21
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17
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8
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Portfolio selection
8
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credit default swaps
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Capponi, Agostino
Gupta, Rangan
97
Viscusi, W. Kip
74
Fabozzi, Frank J.
68
Gleißner, Werner
67
Eeckhoudt, Louis R.
56
Gollier, Christian
55
Dionne, Georges
50
Hammoudeh, Shawkat
49
Ivanov, Dmitry
49
Broll, Udo
48
Acharya, Viral V.
46
Jarrow, Robert A.
46
Gatzert, Nadine
43
Rösch, Daniel
43
Kunreuther, Howard
40
Turvey, Calum Greig
39
Eling, Martin
38
Mußhoff, Oliver
36
Altman, Edward I.
35
Saunders, Anthony
34
Schulte-Mattler, Hermann
34
Weber, Martin
34
Hammitt, James K.
33
Quiggin, John C.
33
Demirer, Rıza
32
Gouriéroux, Christian
32
Zweifel, Peter
32
Lee, Chien-chiang
31
Ongena, Steven
31
Schlesinger, Harris
31
Tiwari, Aviral Kumar
31
Bahmani-Oskooee, Mohsen
30
Kit, Pong Wong
30
Scheule, Harald
30
Schmeiser, Hato
30
Shahzad, Syed Jawad Hussain
30
Hasan, Iftekhar
29
Hey, John Denis
29
Romeike, Frank
29
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Mathematics of operations research
4
Operations research
4
Finance and stochastics
3
International journal of theoretical and applied finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
After the crash : financial crises and regulatory responses
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial stability
1
Journal of monetary economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics and financial economics
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ECONIS (ZBW)
28
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1
Systemic risk-driven portfolio selection
Capponi, Agostino
;
Rubtsov, Alexey
- In:
Operations research
70
(
2022
)
3
,
pp. 1598-1612
Persistent link: https://www.econbiz.de/10013366163
Saved in:
2
Disruption and rerouting in supply chain networks
Birge, John R.
;
Capponi, Agostino
;
Chen, Peng-Chu
- In:
Operations research
71
(
2023
)
2
,
pp. 750-767
Persistent link: https://www.econbiz.de/10014308636
Saved in:
3
Counterparty risk in over-the-counter markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
Saved in:
4
Preface to the special issue on systemic risk and financial networks
Capponi, Agostino
;
Jarrow, Robert A.
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012433629
Saved in:
5
A dynamic network model of interbank lending-systemic risk and liquidity provisioning
Capponi, Agostino
;
Sun, Xu
;
Yao, David D.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 1127-1152
Persistent link: https://www.econbiz.de/10012293374
Saved in:
6
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
7
Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
Saved in:
8
A theory of collateral requirements for central counterparties
Wang, Jessie Jiaxu
;
Capponi, Agostino
;
Zhang, Hongzhong
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6993-7017
Persistent link: https://www.econbiz.de/10013373165
Saved in:
9
The collateral rule : evidence from the credit default swap market
Capponi, Agostino
;
Cheng, Wan-Schwin Allen
;
Giglio, Stefano
- In:
Journal of monetary economics
126
(
2022
),
pp. 58-86
Persistent link: https://www.econbiz.de/10013364919
Saved in:
10
Default and systemic risk in equilibrium
Capponi, Agostino
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011347251
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