EURO 2024 Copenhagen
Abstract Submission

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Session MC-51: Quantitative methods for systemic and climate risk in stream Risk management in finance

Monday, 12:30-14:00
Room: M5 (building: 101)

Session chair(s):
Gabriele Torri (gabriele.torri@unibg.it)

The following abstracts have been submitted in this session:
1401. On the measure of ambiguity on financial markets hachmi ben ameur [R] - France
accepted
Zied Ftiti [] - France
Wael Louhichi [] - France
Jean-Luc Prigent [] - France
1635. Pricing synthetic CDOs under infectious defaults with immunization Gabriele Torri [R] - Italy
accepted
Gianluca Farina [] - Italy
Rosella Giacometti [] - Italy
2478. ESG enhanced tracking portfolio with quantile regression Marco Bonomelli [R] - Italy
accepted
Rosella Giacometti [] - Italy
3004. Surface Measures of Tail Dependence and Climate Change Davide Lauria [R] - Italy
accepted