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Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail Tat Wing Wong OriginalPaper 10 January 2020 Pages: 67 - 95
Optimal portfolio choice: a minimum expected loss approach Andrés Ramírez-HassanRosember Guerra-Urzola OriginalPaper Open access 07 September 2019 Pages: 97 - 120
Managing inventory with proportional transaction costs Florent GallienSerge KassibrakisSemyon Malamud OriginalPaper 11 September 2019 Pages: 121 - 138
Dual representations for systemic risk measures Çağın AraratBirgit Rudloff OriginalPaper 05 November 2019 Pages: 139 - 174