Agnes Sulem

French National Institute for Research in Computer Science and Control (INRIA)

40 avenue Halley

Villeneuve, 59650

France

SCHOLARLY PAPERS

6

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Top 49,708

in Total Papers Downloads

887

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

Optimal Equity Infusions in Interbank Networks

Number of pages: 35 Posted: 13 Aug 2012 Last Revised: 13 Feb 2013
Hamed Amini, Andreea Minca and Agnes Sulem
J. Mack Robinson College of Business, Cornell University and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 464 (65,553)
Citation 2

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systemic risk, liquidity risk, financial contagion, Markov decision process, optimal interventions

2.

Optimal Control of Interbank Contagion Under Complete Information

Number of pages: 25 Posted: 30 Aug 2013 Last Revised: 03 Nov 2014
Andreea Minca and Agnes Sulem
Cornell University and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 239 (137,305)
Citation 1

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Systemic risk, Liquidity risk, Bank runs, Financial contagion, Financial Networks, Optimal Intervention, , Bail-outs

3.

Control of Interbank Contagion Under Partial Information

Number of pages: 26 Posted: 22 May 2015
Hamed Amini, Andreea Minca and Agnes Sulem
J. Mack Robinson College of Business, Cornell University and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 77 (333,060)
Citation 1

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Systemic risk, Optimal control, Financial networks, Lender of last resort

4.

A Dynamic Contagion Risk Model With Recovery Features

Number of pages: 36 Posted: 13 Aug 2019
Hamed Amini, Rui Chen, Andreea Minca and Agnes Sulem
J. Mack Robinson College of Business, Inria, Cornell University and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 48 (421,155)

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collective risk theory, systemic risk, default contagion

5.

Mean Field BSDEs and Global Dynamic Risk Measures

Number of pages: 28 Posted: 07 Sep 2019
Inria, King's College London, Cornell University and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 47 (424,875)

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Systemic risk measures, BSDEs

6.

Utility Maximization in an Insider Influenced Market

Mathematical Finance, Vol. 16, No. 1, pp. 153-179, January 2006
Number of pages: 27 Posted: 21 Jun 2006
Arturo Kohatsu-Higa and Agnes Sulem
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 12 (607,983)
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