Quotation Ararat, Çagin, Rudloff, Birgit. 2020. Dual representations for systemic risk measures. Mathematics and Financial Economics. 14 (1), 139-174.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Mathematics and Financial Economics
Citation Index SCI
Language English
Title Dual representations for systemic risk measures
Volume 14
Number 1
Year 2020
Page from 139
Page to 174
Reviewed? Y
URL https://link.springer.com/article/10.1007/s11579-019-00249-7
DOI https://doi.org/10.1007/s11579-019-00249-7
Open Access N

Associations

People
Rudloff, Birgit (Details)
External
Ararat, Çagin (Bilkent University, Turkey)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
5361 Financial management (Details)
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