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Stress testing in a value at risk framework
Kupiec, Paul H., (2002)
Risk Shocks, Risk Management and Investment
Goldberg, Jonathan E., (2019)
Risk Sharing in a World Economy with Uncertainty Shocks
Kollmann, Robert, (2017)
Matching for teams
Carlier, Guillaume, (2010)
Optimal derivatives design for mean-variance agents under adverse selection
Carlier, Guillaume, (2007)
Equilibrium in quality markets, beyond the transferable case
Carlier, Guillaume, (2019)