Yves Crama

University of Liège - HEC Management School

Boulevard du Rectorat 7 (B31)

LIEGE, Liege 4000

Belgium

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 13,034

SSRN RANKINGS

Top 13,034

in Total Papers Downloads

4,758

SSRN CITATIONS
Rank 37,458

SSRN RANKINGS

Top 37,458

in Total Papers Citations

5

CROSSREF CITATIONS

16

Scholarly Papers (7)

1.

Measuring and Managing Operational Risk in the Financial Sector: An Integrated Framework

Number of pages: 33 Posted: 07 May 2005
University College London - Department of Computer Science, University of Liège - HEC Management School, HEC Liège and Deloitte Luxembourg
Downloads 3,502 (3,910)
Citation 11

Abstract:

Loading...

Basel 2, operational risk, extreme value theory, external data, RAROC

2.

Basel II and Operational Risk: Implications for Risk Measurement and Management in the Financial Sector

National Bank of Belgium Working Paper No. 51
Number of pages: 58 Posted: 14 Oct 2010
University College London - Department of Computer Science, University of Liège - HEC Management School, HEC Liège and Deloitte Luxembourg
Downloads 1,021 (27,660)
Citation 25

Abstract:

Loading...

operational risk management, basel II, advanced measurement approach, copulae, external data, EVT, RAROC, cost-benefit analysis

3.

Grafting Information in Scenario Trees - Application to Option Prices

University of Namur, Center for Research in Finance and Management, and University of Liege, Management Working Paper
Number of pages: 29 Posted: 16 Aug 2003 Last Revised: 21 Dec 2010
M. Schyns, Yves Crama and Georges Hübner
University of Liège - HEC Management School, University of Liège - HEC Management School and HEC Liège
Downloads 121 (289,014)

Abstract:

Loading...

option pricing, arbitrage-free valuation, scenario trees, numerical analysis, out-of-sample testing

4.

The Ttool Switching Problem Revisited

Number of pages: 8 Posted: 10 Oct 2005
University of Liège - HEC Management School, KU Leuven - Faculty of Business and Economics (FEB), Catholic University of Leuven (KUL) and PricewaterhouseCoopers LLP
Downloads 44 (505,588)

Abstract:

Loading...

5.

Revealed Preference Tests of Collectively Rational Consumption Behavior: Formulations and Algorithms

Number of pages: 38 Posted: 22 Jan 2014
FedEx Express Europe, KU Leuven, University of Liège - HEC Management School, Catholic University of Leuven (KUL) - Campus Kortrijk (KULAK) - Subfaculty of Economics and Applied Economics, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Catholic University of Leuven (KUL)
Downloads 36 (543,915)
Citation 1

Abstract:

Loading...

revealed preference axioms, rationality, mixed-integer programming, global optimization, simulated annealing

6.

Approximation Algorithms for Multi-Dimensional Vector Assignment Problems

Number of pages: 24 Posted: 22 Jan 2014
Katholieke Universiteit Leuven - Faculty of Business and Economics (FBE), University of Liège - HEC Management School and Catholic University of Leuven (KUL)
Downloads 28 (588,785)
Citation 1

Abstract:

Loading...

Multi-dimensional assignment; approximability, worst-case analysis, submodularity, wafer-to-wafer integration

7.

Identifying Ultimate Beneficial Owners: A risk-based approach to improving the transparency of international financial flows

CentER Discussion Paper Series Nr. 2021-027
Number of pages: 21 Posted: 11 Oct 2021
University of Liège - HEC Management School, HEC Liège, Tbilisi State University (TSU) - International School of Economics (ISET) and Tilburg University - Department of Finance
Downloads 6 (749,577)

Abstract:

Loading...

ownership concentration, shareholder categories, harmonization of regulation, ownership disclosure rules