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Stefan Weber

Stefan Weber

Universität Hannover - Hannover / Germany
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1784682
Leibniz University of Hanover
person_outline Stefan Weber's MOST POPULAR ARTICLES
1-) Distribution‐invariant risk measures, information, and dynamic consistency Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
2-) Cyclical correlations, credit contagion, and portfolio losses Journal of Banking & Finance 28 (12), 3009-3036, 2004
3-) Credit contagion and aggregate losses Journal of Economic Dynamics and Control 30 (5), 741-767, 2006
4-) Measures of systemic risk SIAM Journal on Financial Mathematics 8 (1), 672-708, 2017
5-) Robust preferences and robust portfolio choice Handbook of numerical analysis 15, 29-87, 2009