Ararat, Çagin and Rudloff, Birgit. 2016. Dual representations for systemic risk measures.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Working/discussion paper, preprint |
| Language | English |
| Title | Dual representations for systemic risk measures |
| Year | 2016 |
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)