Quotation Ararat, Çagin and Rudloff, Birgit. 2016. Dual representations for systemic risk measures.


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Publication's profile

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)
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