The Relaxed Investor with Partial Information. - Nicole Bäuerle; Sebastian P. Urban; Luitgard A. M. Veraart (SIAM J. Financial Math., 2012)

Failure and Rescue in an Interbank Network. - L. C. G. Rogers; Luitgard A. M. Veraart (Manag. Sci., 2013)

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)

A Bayesian Methodology for Systemic Risk Assessment in Financial Networks. - Axel Gandy; Luitgard A. M. Veraart (Manag. Sci., 2017)

Adjustable network reconstruction with applications to CDS exposures. - Axel Gandy; Luitgard Anna Maria Veraart (J. Multivar. Anal., 2019)

Interbank Clearing in Financial Networks with Multiple Maturities. - Michael Kusnetsov; Luitgard Anna Maria Veraart (SIAM J. Financial Math., 2019)