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Katrin Zilch
Publication Activity (10 Years)
Years Active: 2016-2019
Publications (10 Years): 2
Top Topics
Portfolio Optimization
Risk Measures
Markov Chain
Top Venues
Math. Methods Oper. Res.
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Publications
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Eduard Kromer
,
Ludger Overbeck
,
Katrin Zilch
Dynamic systemic risk measures for bounded discrete time processes.
Math. Methods Oper. Res.
90 (1) (2019)
Eduard Kromer
,
Ludger Overbeck
,
Katrin Zilch
Systemic risk measures on general measurable spaces.
Math. Methods Oper. Res.
84 (2) (2016)