Gorazd Brumen

University of Zurich - Swiss Banking Institute (ISB)

Mr.

Plattenstrasse 14

CH-8032 Zurich, Zurich 8032

Switzerland

http://www.gorazdbrumen.net

Princeton University - Bendheim Center for Finance

Visiting Student Research Collaborator

26 Prospect Avenue

Princeton, NJ 08540

United States

  • University of Zurich - Swiss Banking Institute (ISB)

    • Email
    • Tel: +41 44 634 27 85
    • Fax: +41 44 634 49 03

  • Princeton University - Bendheim Center for Finance

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Financial Effects of External Auditing

Number of pages: 30 Posted: 19 Mar 2008
Gorazd Brumen and Bogdan Stacescu
University of Zurich - Swiss Banking Institute (ISB) and BI Norwegian Business School
Downloads 768 (37,453)

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Optimal auditing, auditor's compensation, coalitional game theory, entropy

2.

Pricing Credit Risk in Buyer-Supplier Networks

Number of pages: 50 Posted: 25 Mar 2008 Last Revised: 15 May 2008
Gorazd Brumen and Paolo Vanini
University of Zurich - Swiss Banking Institute (ISB) and University of Basel
Downloads 196 (180,309)
Citation 4

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Asset pricing, network dependence models, contagion, buyer-supplier networks, credit risk.

3.

Mergers and Asset Prices in a Firm Network Economy

Downloads 158 (217,449)

Mergers and Asset Prices in a Firm Network Economy

Number of pages: 35 Posted: 09 Mar 2008
Gorazd Brumen
University of Zurich - Swiss Banking Institute (ISB)
Downloads 90 (330,838)

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Mergers, coalitional games without the superadditivity axiom, asset pricing in coalitions, network dependence models, buyer-supplier networks

Mergers and Asset Prices in a Firm Network Economy

Number of pages: 24 Posted: 22 Mar 2007
Gorazd Brumen
University of Zurich - Swiss Banking Institute (ISB)
Downloads 68 (390,751)

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Mergers, coalitional games without the superadditivity axiom, asset pricing in coalitions, network dependence models, buyer-supplier networks

4.

Pricing Effects of Crossholdings in a Network Environment

Number of pages: 19 Posted: 19 Mar 2008
Gorazd Brumen
University of Zurich - Swiss Banking Institute (ISB)
Downloads 58 (418,397)

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Crossholdings, network dependent securities pricing, market equilibrium with crossholdings