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A unified approach to systemic risk measures via acceptance sets
Biagini, Francesca; Fouque, Jean‐Pierre; Frittelli, Marco - In: Mathematical Finance 29 (2018) 1, pp. 329-367
Persistent link: https://www.econbiz.de/10012095142
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Estimating extreme cancellation rates in life insurance
Biagini, Francesca; Huber, Tobias; Jaspersen, Johannes G.; … - In: Journal of Risk and Insurance 88 (2021) 4, pp. 971-1000
Persistent link: https://www.econbiz.de/10012538179
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The limits of leverage
Guasoni, Paolo; Mayerhofer, Eberhard - In: Mathematical Finance 29 (2018) 1, pp. 249-284
Persistent link: https://www.econbiz.de/10012095144
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Who should sell stocks?
Guasoni, Paolo; Liu, Ren; Muhle‐Karbe, Johannes - In: Mathematical Finance 29 (2018) 2, pp. 448-482
Persistent link: https://www.econbiz.de/10012095151
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Nonlinear price impact and portfolio choice
Guasoni, Paolo; Weber, Marko Hans - In: Mathematical Finance 30 (2020) 2, pp. 341-376
Persistent link: https://www.econbiz.de/10012192411
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Young, timid, and risk takers
Guasoni, Paolo; Nagy, Lóránt; Rásonyi, Miklós - In: Mathematical Finance 31 (2021) 4, pp. 1332-1356
Persistent link: https://www.econbiz.de/10012636237
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Shortfall aversion
Guasoni, Paolo; Huberman, Gur; Ren, Dan - In: Mathematical Finance 30 (2020) 3, pp. 869-920
Persistent link: https://www.econbiz.de/10012283186