Članki z zahtevami za javni dostop - Walter FarkasVeč o tem
Na voljo nekje: 12
Characterisations of function spaces of generalised smoothness
W Farkas, HG Leopold
Annali di Matematica Pura ed Applicata 185, 1-62, 2006
Zahteve: German Research Foundation
Beyond cash-additive risk measures: when changing the numéraire fails
W Farkas, P Koch-Medina, C Munari
Finance and Stochastics 18, 145-173, 2014
Zahteve: Swiss National Science Foundation
Measuring risk with multiple eligible assets
W Farkas, P Koch-Medina, C Munari
Mathematics and Financial Economics 9, 3-27, 2015
Zahteve: Swiss National Science Foundation
Capital requirements with defaultable securities
W Farkas, P Koch-Medina, C Munari
Insurance: Mathematics and Economics 55, 58-67, 2014
Zahteve: Swiss National Science Foundation
Deciphering DeFi: A comprehensive analysis and visualization of risks in decentralized finance
T Weingärtner, F Fasser, P Reis Sá da Costa, W Farkas
Journal of risk and financial management 16 (10), 454, 2023
Zahteve: Swiss National Science Foundation
A cost-benefit analysis of capital requirements adjusted for model risk
W Farkas, F Fringuellotti, R Tunaru
Journal of Corporate Finance 65, 101753, 2020
Zahteve: European Commission
Valuation of options on discretely sampled variance: a general analytic approximation
GG Drimus, W Farkas, E Gourier
The Journal of Computational Finance, Forthcoming, 2014
Zahteve: Swiss National Science Foundation
Multi-asset risk measures
W Farkas, P Koch-Medina, C Munari
arXiv preprint arXiv:1308.3331, 2013
Zahteve: Swiss National Science Foundation
Regulatory capital requirements: Saving too much for rainy days
W Farkas, F Fringuellotti, R Tunaru
EFMA annual meeting, 2016
Zahteve: European Commission
Capital levels and risk-taking propensity in financial institutions
G Barone-Adesi, W Farkas, P Koch-Medina
Accounting and Finance Research 3 (1), 85-89, 2014
Zahteve: Swiss National Science Foundation
Modeling Risk Sharing and Impact on Systemic Risk
W Farkas, P Lucescu
Mathematics 12 (13), 2083, 2024
Zahteve: Swiss National Science Foundation
Modelling risk sharing and impact on systemic risk
P Lucescu, W Farkas
Available at SSRN, 2024
Zahteve: Swiss National Science Foundation
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