Luitgard Anna Maria Veraart

According to our database, Luitgard Anna Maria Veraart authored at least 8 papers between 2012 and 2026.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2026

Collateralized Networks with Two Interacting Channels of Fire Sales.

Raymond Ka-Kay Pang, Luitgard Anna Maria Veraart

SIAM J. Financial Math., 2026

Post-trade Netting and Contagion.

Luitgard Anna Maria Veraart, Yuliang Zhang

Oper. Res., 2026

2019

Interbank Clearing in Financial Networks with Multiple Maturities.

Michael Kusnetsov, Luitgard Anna Maria Veraart

SIAM J. Financial Math., 2019

Adjustable network reconstruction with applications to CDS exposures.

Axel Gandy, Luitgard Anna Maria Veraart

J. Multivar. Anal., 2019

2017

A Bayesian Methodology for Systemic Risk Assessment in Financial Networks.

Axel Gandy, Luitgard A. M. Veraart

Manag. Sci., 2017

2015

Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor.

Mathieu S. Dubois, Luitgard A. M. Veraart

SIAM J. Financial Math., 2015

2013

Failure and Rescue in an Interbank Network.

L. C. G. Rogers, Luitgard A. M. Veraart

Manag. Sci., 2013

2012

The Relaxed Investor with Partial Information.

Nicole Bäuerle, Sebastian P. Urban, Luitgard A. M. Veraart

SIAM J. Financial Math., 2012