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Luitgard Anna Maria Veraart

Luitgard A. M. Veraart

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Journal Articles

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2019
[j6]
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  - journals/ma/GandyV19
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Axel Gandy, Luitgard Anna Maria Veraart:
Adjustable network reconstruction with applications to CDS exposures. J. Multivar. Anal. 172: 193-209 (2019)
[j5]
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Michael Kusnetsov, Luitgard Anna Maria Veraart:
Interbank Clearing in Financial Networks with Multiple Maturities. SIAM J. Financial Math. 10(1): 37-67 (2019)
2017
[j4]
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  - journals/mansci/GandyV17
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Axel Gandy, Luitgard A. M. Veraart:
A Bayesian Methodology for Systemic Risk Assessment in Financial Networks. Manag. Sci. 63(12): 4428-4446 (2017)
2015
[j3]
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  - journals/siamfm/DuboisV15
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Mathieu S. Dubois, Luitgard A. M. Veraart:
Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor. SIAM J. Financial Math. 6(1): 201-241 (2015)
2013
[j2]
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  - journals/mansci/RogersV13
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L. C. G. Rogers, Luitgard A. M. Veraart:
Failure and Rescue in an Interbank Network. Manag. Sci. 59(4): 882-898 (2013)
2012
[j1]
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  - journals/siamfm/BauerleUV12
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Nicole Bäuerle, Sebastian P. Urban, Luitgard A. M. Veraart:
The Relaxed Investor with Partial Information. SIAM J. Financial Math. 3(1): 304-327 (2012)

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