List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Option-implied value-at-risk and the cross-section of stock returns Review of Derivatives Research | 2019-10-16 | Paper |
| THE CONGLOMERATE DISCOUNT: A NEW EXPLANATION BASED ON CREDIT RISK International Journal of Theoretical and Applied Finance | 2008-05-14 | Paper |
| Credit risk valuation. Methods, models, and applications. Springer Finance | 2001-08-20 | Paper |
| Pricing derivative credit risk Lecture Notes in Economics and Mathematical Systems | 1999-08-12 | Paper |
Research outcomes over time
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