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Biagini, Francesca 
ORCID: https://orcid.org/0000-0001-9801-5259; Doldi, Alessandro; Fouque, Jean-Pierre; Frittelli, Marco und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2021):
Systemic optimal risk transfer equilibrium.
In: Mathematics and Financial Economics, Bd. 15, Nr. 2: S. 233-274
ORCID: https://orcid.org/0000-0001-9801-5259; Doldi, Alessandro; Fouque, Jean-Pierre; Frittelli, Marco und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2021):
Systemic optimal risk transfer equilibrium.
In: Mathematics and Financial Economics, Bd. 15, Nr. 2: S. 233-274
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Fouque, Jean-Pierre; Frittelli, Marco und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2020):
On fairness of systemic risk measures.
In: Finance and Stochastics, Bd. 24: S. 513-564
[PDF, 1MB]
ORCID: https://orcid.org/0000-0001-9801-5259; Fouque, Jean-Pierre; Frittelli, Marco und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2020):
On fairness of systemic risk measures.
In: Finance and Stochastics, Bd. 24: S. 513-564
[PDF, 1MB]
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Fouque, Jean-Pierre; Frittelli, Marco und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2019):
A unified approach to systemic risk measures via acceptance sets.
In: Mathematical Finance, Bd. 29, Nr. 1: S. 329-367
ORCID: https://orcid.org/0000-0001-9801-5259; Fouque, Jean-Pierre; Frittelli, Marco und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2019):
A unified approach to systemic risk measures via acceptance sets.
In: Mathematical Finance, Bd. 29, Nr. 1: S. 329-367