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Special issue: 2008 annual risk management conference held in Singapore during June 30 - July 2, 2008
Chiarella, Carl (contributor); Duan, Jin-Chuan (contributor) - Risk Management Conference <2008, Singapur> - 2010
Persistent link: https://www.econbiz.de/10009008938
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Contagion accounting in stress-testing
Aldasoro, Iñaki; Hüser, Anne-Caroline; Kok Sørensen, … - In: Journal of economic dynamics & control 137 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
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Systematic equity-based credit risk : a CEV model with jump to default
Campi, Luciano; Polbennikov, Simon; Sbuelz, Alessandro - In: Journal of economic dynamics & control 33 (2009) 1, pp. 93-108
Persistent link: https://www.econbiz.de/10003810168
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Mortgage loan portfolio optimization using multi-stage stochastic programming
Rasmussen, Kourosh Marjani; Clausen, Jens - In: Journal of economic dynamics & control 31 (2007) 3, pp. 742-766
Persistent link: https://www.econbiz.de/10003421535
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On deposit volumes and the valuation of non-maturing liabilities
Nyström, Kaj - In: Journal of economic dynamics & control 32 (2008) 3, pp. 709-756
Persistent link: https://www.econbiz.de/10003687439
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Active portfolio management with benchmarking : adding a value-at-risk constraint
Alexander, Gordon J.; Baptista, Alexandre M. - In: Journal of economic dynamics & control 32 (2008) 3, pp. 779-820
Persistent link: https://www.econbiz.de/10003687449
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Characterization of a risk sharing contract with one-sided commitment
Zhang, Yuzhe - In: Journal of economic dynamics & control 37 (2013) 4, pp. 794-809
Persistent link: https://www.econbiz.de/10009726177
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Managing dynamic epidemiological risks through trade
Horan, Richard D.; Fenichel, Eli P.; Finnoff, David; … - In: Journal of economic dynamics & control 53 (2015), pp. 192-207
Persistent link: https://www.econbiz.de/10011526959
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Does risk sharing increase with risk aversion and risk when commitment is limited?
Laczó, Sarolta - In: Journal of economic dynamics & control 46 (2014), pp. 237-251
Persistent link: https://www.econbiz.de/10010474917
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Managing the endogenous risk of disease outbreaks with non-constant background risk
Berry, Kevin; Finnoff, David; Horan, Richard D.; … - In: Journal of economic dynamics & control 51 (2015), pp. 166-179
Persistent link: https://www.econbiz.de/10011474380