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New perspective to capital allocation rules in a dynamic setting
Presenter
- Emanuela Rosazza Gianin
May 12, 2022
IMSI
Big Data, Big Brother, and Systemic Risk Measurement and Management
Presenter
- Andrew Lo
May 18, 2015
IPAM
Incremental Methods for Additive Convex Cost Optimization
Presenter
- Asuman Ozdaglar
March 8, 2016
IMA
Fair Systemic Risk Measures and Systemic Optimal Risk Transfer Equilibria
Presenter
- Thilo Meyer-Brandis
May 10, 2022
IMSI
Systemic Risk: Channels of Contagion in Financial Systems (Part 3)
Presenter
- Rama Cont
March 12, 2015
IPAM
Systemic Risk: Channels of Contagion in Financial Systems (Part2)
Presenter
- Rama Cont
March 12, 2015
IPAM
Systemic Risk: Channels of Contagion in Financial Systems (Part 1)
Presenter
- Rama Cont
March 12, 2015
IPAM
Time Consistency of Scalar Multivariate Risk Measures and the Moving Scalarization
Presenter
- Zachary Feinstein
May 11, 2022
IMSI
Regularized Estimation in High-dimensional Time Series Models
Presenter
- Sumanta Basu
April 27, 2018
IMA
Systemic Risk: Diffusion Models and Stochastic Games (Part 2)
Presenter
- Jean-Pierre Fouque
March 11, 2015
IPAM