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Jan Jurczyk

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Plos One|June 29, 2016
Quantifying Systemic Risk by Solutions of the Mean-Variance Risk ModelJan Jurczyk, Alexander Eckrot, Ingo Morgenstern
Scientific Reports|September 16, 2017
Measuring critical transitions in financial marketsJan Jurczyk, Thorsten Rehberg, Alexander Eckrot, et al.
Pageof 1

Showing results (1-10 of 2) with videos related to

Sort By:
Pageof 1
Plos One|June 29, 2016
Quantifying Systemic Risk by Solutions of the Mean-Variance Risk ModelJan Jurczyk, Alexander Eckrot, Ingo Morgenstern
Scientific Reports|September 16, 2017
Measuring critical transitions in financial marketsJan Jurczyk, Thorsten Rehberg, Alexander Eckrot, et al.
Pageof 1