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 |
|---|---|---|
| Systemic risk in markets with multiple central counterparties Mathematical Finance | 2025-01-20 | Paper |
| When does portfolio compression reduce systemic risk? Mathematical Finance | 2023-09-28 | Paper |
| Compound Poisson models for weighted networks with applications in finance Mathematics and Financial Economics | 2021-05-05 | Paper |
| Distress and default contagion in financial networks Mathematical Finance | 2021-03-23 | Paper |
| Adjustable network reconstruction with applications to CDS exposures Journal of Multivariate Analysis | 2019-07-02 | Paper |
| Interbank clearing in financial networks with multiple maturities SIAM Journal on Financial Mathematics | 2019-05-14 | Paper |
| The effect of estimation in high-dimensional portfolios Mathematical Finance | 2013-09-04 | Paper |
Research outcomes over time
This page was built for person: Luitgard A. M. Veraart
