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Quantifying systematic risk and reconceptualizing the role of finance for economic growth
Gray, Dale; Jobst, Andreas A.; Malone, Samuel W. - In: Journal of investment management : JOIM 8 (2010) 2, pp. 90-110
Persistent link: https://www.econbiz.de/10003986666
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Systemic contingent claim analysis : a model approach to systemic risk
Gray, Dale; Jobst, Andreas A. - In: Managing risk in the financial system, (pp. 93-110). 2011
Persistent link: https://www.econbiz.de/10009243278
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Systemic contingent claims analysis : estimating market-implied systemic risk
Jobst, Andreas A.; Gray, Dale - 2013
Persistent link: https://www.econbiz.de/10009726539
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Macro-financial stress testing : principles and practices
Oura, Hiroko; Schumacher, Liliana; Chan-Lau, Jorge A.; … - In: Stress testing : principles, concepts, and frameworks, (pp. 11-54). 2020
Persistent link: https://www.econbiz.de/10012372929
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New directions in financial sector and sovereign risk management
Gray, Dale; Jobst, Andreas A. - In: Journal of investment management : JOIM 8 (2010) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10003966806
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Modelling systemic financial sector and sovereign risk
Gray, Dale; Jobst, Andreas A. - In: Sveriges Riksbank economic review (2011) 2, pp. 68-106
Persistent link: https://www.econbiz.de/10012168577