Dynamic systemic risk measures for bounded discrete time processes

Eduard Kromer, Ludger Overbeck, Konrad Zilch. Dynamic systemic risk measures for bounded discrete time processes. Math. Meth. of OR, 90(1):77-108, 2019. [doi]

Authors

Eduard Kromer

This author has not been identified. Look up 'Eduard Kromer' in Google

Ludger Overbeck

This author has not been identified. Look up 'Ludger Overbeck' in Google

Konrad Zilch

This author has not been identified. Look up 'Konrad Zilch' in Google