Set-valued intrinsic measure of systemic risk

^*Corresponding author for this work

Publication: Scientific journal › Journal article › peer-review

Original language	English
Article number	2450025
Number of pages	34
Journal	International Journal of Theoretical and Applied Finance
Volume	27
Issue number	7-8
Early online date	21 Apr 2025
DOIs	https://doi.org/10.1142/S0219024924500250
Publication status	Published - 2025

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title = "Set-valued intrinsic measure of systemic risk",

author = "Jana Hlavinova and Birgit Rudloff and Alexander Smirnow",

year = "2025",

doi = "10.1142/S0219024924500250",

language = "English",

volume = "27",

journal = "International Journal of Theoretical and Applied Finance",

issn = "0219-0249",

publisher = "World Scientific Publishing Co. Pte Ltd",

number = "7-8",

}

TY - JOUR

T1 - Set-valued intrinsic measure of systemic risk

AU - Hlavinova, Jana

AU - Rudloff, Birgit

AU - Smirnow, Alexander

PY - 2025

Y1 - 2025

U2 - 10.1142/S0219024924500250

DO - 10.1142/S0219024924500250

M3 - Journal article

SN - 0219-0249

VL - 27

JO - International Journal of Theoretical and Applied Finance

JF - International Journal of Theoretical and Applied Finance

IS - 7-8

M1 - 2450025

ER -