| . |
Koch Medina, Pablo's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
490 |
Total
Citations
2 |
|
|
|
|
|
1.
|
|
|
Farkas, Walter University of Zurich, Department of Banking and Finance Koch Medina, Pablo Swiss Reinsurance Company Munari, Cosimo-Andrea Swiss Federal Institute of Technology Zurich - Department of Mathematics
|
| Posted: |
|
25 Jan 12
|
|
Last Revised:
|
|
13 Sep 12
|
|
219
(68,917)
|
1
|
|
| |
|
| |
acceptance sets, multiple eligible assets, capital adequacy, risk measures, Value-at-Risk, Tail Value-at-Risk, acceptability arbitrage
|
|
|
2.
|
|
|
Farkas, Walter University of Zurich, Department of Banking and Finance Koch Medina, Pablo Swiss Reinsurance Company Munari, Cosimo-Andrea Swiss Federal Institute of Technology Zurich - Department of Mathematics
|
| Posted: |
|
01 Dec 11
|
|
Last Revised:
|
|
18 May 13
|
|
158
(94,481)
|
1
|
|
| |
|
| |
acceptance sets, eligible asset, risk measures, capital adequacy, capital efficiency, Value-at-Risk, Tail Value-at-Risk
|
|
|
3.
|
|
|
Farkas, Walter University of Zurich, Department of Banking and Finance Koch Medina, Pablo Swiss Reinsurance Company Munari, Cosimo-Andrea Swiss Federal Institute of Technology Zurich - Department of Mathematics
|
| Posted: |
|
09 May 12
|
|
Last Revised:
|
|
22 Mar 13
|
|
99
(137,501)
|
|
|
| |
|
| |
ordered topological vector spaces, Fréchet and Banach lattices, acceptance sets, single eligible asset, risk measures, capital adequacy, value-at-risk, tail value-at-risk
|
|
|
4.
|
|
|
Barone-Adesi, Giovanni Swiss Finance Institute at the University of Lugano Farkas, Walter University of Zurich, Department of Banking and Finance Koch Medina, Pablo Swiss Reinsurance Company
|
|
14
(299,378)
|
|
|
| |
|
| |
risk propensity, net tangible value, default option, franchise value
|
|
Records 1 -
4
of 4 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo5 in 0.156 seconds
|