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The impact of systemic risk on the diversification benefits of a risk portfolio
Busse, Marc, (2014)
Risk quantization by magnitude and propensity
Faugeras, Olivier, (2021)
Risk management with weighted VaR
Wei, Pengyu, (2018)
Konvexitätsstrategien am Rentenmarkt
Scherer, Bernd, (1995)
Adverse Selection auf Versicherungsmärkten
Scherer, Bernd, (1994)
Alternative risk premia : contagion and portfolio choice
Scherer, Bernd, (2020)