Luitgard A. M. Veraart

Publication Activity (10 Years)

Years Active: 2012-2017
Publications (10 Years): 1

Top Topics

Partial Information

Single Parameter

Asset Allocation

Top Venues

SIAM J. Financial Math.

Publications

Axel Gandy, Luitgard A. M. Veraart
A Bayesian Methodology for Systemic Risk Assessment in Financial Networks. Manag. Sci. 63 (12) (2017)
Mathieu S. Dubois, Luitgard A. M. Veraart
Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor. SIAM J. Financial Math. 6 (1) (2015)
L. C. G. Rogers, Luitgard A. M. Veraart
Failure and Rescue in an Interbank Network. Manag. Sci. 59 (4) (2013)
Nicole Bäuerle, Sebastian P. Urban, Luitgard A. M. Veraart
The Relaxed Investor with Partial Information. SIAM J. Financial Math. 3 (1) (2012)