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Staum, Jeremy C.'s
Scholarly Papers
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1,100 |
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Citations
7 |
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1.
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Staum, Jeremy C.
Northwestern University - Department of Industrial Engineering and Management Sciences Liu, Ming
Magnetar Capital
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16 Dec 10
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02 Feb 12
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353
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systemic risk, risk components, risk attribution, risk allocation, cost allocation, contagion
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2.
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Systemic Risk Components and Deposit Insurance Premia
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Staum, Jeremy C.
Northwestern University - Department of Industrial Engineering and Management Sciences
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Posted:
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17 Dec 10
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Last Revised:
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02 Feb 12
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327
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Liu, Ming
Magnetar Capital Staum, Jeremy C.
Northwestern University - Department of Industrial Engineering and Management Sciences
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98
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Staum, Jeremy C.
Northwestern University - Department of Industrial Engineering and Management Sciences
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17 Dec 10
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Last Revised:
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01 Feb 11
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229
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Systemic risk, Risk components, Risk attribution, Risk allocation, Cost allocation, Deposit insurance
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3.
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Lesnevski, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences Nelson, Barry L.
Northwestern University - Department of Industrial Engineering and Management Sciences Staum, Jeremy C.
Northwestern University - Department of Industrial Engineering and Management Sciences
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219
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Coherent risk measures, good deal bounds, risk management, ranking and selection, simulation
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4.
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Staum, Jeremy C.
Northwestern University - Department of Industrial Engineering and Management Sciences
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24 Nov 11
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01 Feb 12
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201
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systemic risk, contagion
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