Publications récentes
| Publication | Année de publication | Type de publication |
|---|---|---|
| Lourme, A., Maurer, F. (2017). Testing the gaussian and student's t copulas in a risk management framework. Economic Modelling , 67, November, 203-214 | 2017 | Article académique |
| Anderson, M.A. & Maurer, F. (2015) Credit Spreads and Systematic Risk in the U.S. Banking Industry. A Neural Network Model Approach. Journal of Applied Business Research, vol 31, n°5, sept oct 2015, pp. 1799-1806 | 2015 | Article académique |
| Maurer, F. (2015) How Much Cash Is At Risk in U.S. Non-Financial Firms? A VaR-Type Measurement. Journal of Applied Business Research, Vol 31, no 4. | 2015 | Article académique |
| Estay, C. & Maurer, F. (2014) ERM implemented in banks or how not narrowing risk management to risk measurement. Management International, Vol. 19, No. 1, 197-203. | 2014 | Article académique |
| Kharoubi-Rakotomalala, C. & Maurer, F. (2013) Copulas in Finance Ten Years Later. Journal of Applied Business Research, Vol. 29, No. 5, 1555-1566. | 2013 | Article académique |