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Managing revenue risk of the firm : commodity futures and options

Broll, Udo; Kit, Pong Wong - In: IMA journal of management mathematics 28 (2017) 2, pp. 245-258

Persistent link: https://www.econbiz.de/10011723267

Risk sharing markets and hedging a loan portfolio: a note

Broll, Udo; Guo, Xu; Welzel, Peter - In: Economics and business review 3 (2017) 4, pp. 47-54

Persistent link: https://www.econbiz.de/10011795807

Bankrisiko und Risikosteuerung mit Derivaten

Broll, Udo; Welzel, Peter - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 9, pp. 506-510

Persistent link: https://www.econbiz.de/10001784069

Managing credit risk with credit and macro derivatives

Broll, Udo; Schweimayer, Gerhard; Welzel, Peter - In: Schmalenbach business review : sbr 56 (2004) 4, pp. 360-378

Persistent link: https://www.econbiz.de/10002343850

Discussion of "Managing credit risk with credit and macro derivatives"

Hartmann-Wendels, Thomas - In: Schmalenbach business review : sbr 56 (2004) 4, pp. 379-381

Persistent link: https://www.econbiz.de/10002343855

The asymmetric effect of diffusion processes : risk sharing and contagion

Gallegati, Mauro; Greenwald, Bruce C. N.; Richiardi, Matteo - In: Global economy journal : GEJ 8 (2008) 3, pp. 1-20

Persistent link: https://www.econbiz.de/10009491546

Banking firm, equity and value at risk

Broll, Udo; Sobiech, Anna; Wahl, Jack E. - In: Contemporary economics 6 (2012) 4, pp. 50-53

The paper focuses on the interaction between the solvency probability of a banking firm and the diversification potential of its asset portfolio when determining optimal equity capital. The purpose of this paper is to incorporate value at risk (VaR) into the firm-theoretical model of a banking...

Persistent link: https://www.econbiz.de/10009768157

Market risk, value-at-risk and exponential weighting

Broll, Udo; Förster, Andreas - In: Economics and business review 8/22 (2022) 2, pp. 80-91

Persistent link: https://www.econbiz.de/10013369763