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Pokutta, Sebastian's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,447 |
Total
Citations
2 |
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1.
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Pokutta, Sebastian Friedrich-Alexander-Universität Erlangen-Nürnberg Schmaltz, Christian True North Institute Stiller, Sebastian Massachusetts Institute of Technology (MIT)
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602
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systemic risk, network flows, contagion, clearing
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2.
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Schmaltz, Christian True North Institute Pokutta, Sebastian Friedrich-Alexander-Universität Erlangen-Nürnberg
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251
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Basel3, bank planning, bank optimization
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3.
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Schmaltz, Christian True North Institute Pokutta, Sebastian Friedrich-Alexander-Universität Erlangen-Nürnberg
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02 Mar 11
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Last Revised:
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02 May 11
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194
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Systemic risk, network model, bank lending channel, credit crunch
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4.
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Pokutta, Sebastian Friedrich-Alexander-Universität Erlangen-Nürnberg Schmaltz, Christian True North Institute
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24 Aug 09
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Last Revised:
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22 Oct 09
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122
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Liquidity management, liquidity center location problem, facility location problem, real options
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5.
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Martin, Alexander University of Erlangen-Nuremberg Müller, Johannes C. University of Erlangen-Nuremberg Pokutta, Sebastian Friedrich-Alexander-Universität Erlangen-Nürnberg
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18 Aug 10
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Last Revised:
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03 Nov 10
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121
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clearing prices, electricity markets, energy market coupling, congestion management, day-ahead auctions, mixed-integer programming
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6.
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Drewes, Sarah University of California, Berkeley, Industrial Engineering and Operations Research Pokutta, Sebastian Friedrich-Alexander-Universität Erlangen-Nürnberg
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23 Aug 10
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Last Revised:
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01 Nov 10
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106
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expected logarithmic utility, optimization, SQP, outer approximation, kelly criterion, geometric mean maximization, discrete decisions
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7.
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Schmaltz, Christian True North Institute Pokutta, Sebastian Friedrich-Alexander-Universität Erlangen-Nürnberg Heidorn, Thomas Frankfurt School of Finance & Management gemeinnützige GmbH Andrae, Silvio affiliation not provided to SSRN
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51
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Basel III, Planning, Linear Programming, Capital Ratio, Leverage Ratio, LCR, NSFR
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Records 1 -
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of 7 matches
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