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