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Commercial real estate risk management with derivatives
Fabozzi, Frank J.; Stanescu, Silvia; Tunaru, Radu - In: The journal of portfolio management : a publication of … 39 (2013) 5, pp. 111-119
Persistent link: https://www.econbiz.de/10010209637
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Quantifying the uncertainty in VaR and expected shortfall estimates
Stanescu, Silvia; Tunaru, Radu - In: Handbook of research methods and applications in …, (pp. 357-372). 2013
Persistent link: https://www.econbiz.de/10011897546
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Risk management in freight markets with forwards and options contracts
George, Juby; Tunaru, Radu - 2008
Persistent link: https://www.econbiz.de/10003765467
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Model risk in financial markets : from financial engineering to risk management
Tunaru, Radu - 2015
Persistent link: https://www.econbiz.de/10011313335
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A cost-benefit analysis of capital requirements adjusted for model risk
Farkas, Walter; Fringuellotti, Fulvia; Tunaru, Radu - 2020
Persistent link: https://www.econbiz.de/10012419436
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Parameter estimation risk in asset pricing and risk management : a Bayesian approach
Tunaru, Radu; Zheng, Teng - In: International review of financial analysis 53 (2017), pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
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A cost-benefit analysis of capital requirements adjusted for model risk
Farkas, Walter; Fringuellotti, Fulvia; Tunaru, Radu - In: The journal of corporate finance : contracting, … 65 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012423657
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Risk spillovers and interconnectedness between systemically important institutions
Andrieş, Alin Marius; Ongena, Steven; Sprincean, Nicu; … - 2020 - This version: May 9, 2020
In this paper we gauge the degree of interconnectedness and quantify the linkages between global and other systemically important institutions, and the global financial system. We document that the two groups and the financial system become more interconnected during the global financial crisis...
Persistent link: https://www.econbiz.de/10012219367
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Risk spillovers and interconnectedness between systemically important institutions
Andrieş, Alin Marius; Ongena, Steven; Sprincean, Nicu; … - In: Journal of financial stability 58 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013417451
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A Bayesian view on autocallable pricing and risk management
Paletta, Tommaso; Tunaru, Radu - In: The journal of derivatives : JOD 29 (2022) 5, pp. 40-59
Persistent link: https://www.econbiz.de/10014231072