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Publications by Nicole El Karoui

Cash Subadditive Risk Measures and Interest Rate Ambiguity

Mathematical Finance

Applied Mathematics

Social Sciences

English

Inf-Convolution of Risk Measures and Optimal Risk Transfer

Finance and Stochastics

English

Related publications

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk

Economics: Current and Future Developments (2nd Edition)

English

Construction of Non-Subadditive Measures and Discretization of Borel Measures

Fundamenta Mathematicae

English

Interest Rate Shocks and Credit Risk

SSRN Electronic Journal

English

Ambiguity and Risk Measures in the Lab and Students’ Real-Life Borrowing Behavior

Journal of Behavioral and Experimental Economics

Applied Psychology

Social Sciences

English

Finitely Subadditive Outer Measures, Finitely Superadditive Inner Measures and Their Measurable Sets

International Journal of Mathematics and Mathematical Sciences

English

Interest Rate Risk, Term Spreads, and the Mortgage Contract Term

English

Interest Rate Risk and the Stock Prices of Financial Institutions

English

The Measuring of Interest Rate Risk of Bond Portfolio

Zhournal Novoi Ekonomicheskoi Associacii

English

Risk, Ambiguity, and Sovereign Rating

International Economics and Economic Policy

English