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Wrong-way risk bounds in counterparty credit risk management
Memartoluie, Amir; Saunders, David M.; Wirjanto, Tony S. - In: Journal of risk management in financial institutions 10 (2016/2017) 2, pp. 150-163
Persistent link: https://www.econbiz.de/10011670666
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Optimal investment strategies for participating contracts
Lin, Hongcan; Saunders, David M.; Weng, Chengguo - In: Insurance / Mathematics & economics 73 (2017), pp. 137-155
Persistent link: https://www.econbiz.de/10011702060
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Portfolio optimization with performance ratios
Lin, Hongcan; Saunders, David M.; Weng, Chengguo - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10012153014
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On the continuity of the feasible set mapping in optimal transport
Ghossoub, Mario; Saunders, David M. - In: Economic theory bulletin 9 (2021) 1, pp. 113-117
Persistent link: https://www.econbiz.de/10012495317