Fabian Woebbeking
Title
Cited by
Cited by
Year
A factor-model approach for correlation scenarios and correlation stress testing
N Packham, CF Woebbeking
Journal of Banking & Finance 101, 92-103, 2019
62019
Tail-risk protection trading strategies
N Packham, J Papenbrock, P Schwendner, F Woebbeking
Quantitative Finance 17 (5), 729-744, 2017
62017
How to Talk Down Your Stock Performance
A Barth, S Mansouri, F Woebbeking, S Zörgiebel
Available at SSRN 3336671, 2020
4*2020
“Let me get back to you”–A machine learning approach to measuring non-answers
A Barth, S Mansouri, F Woebbeking
1*2020
Cryptocurrency Volatility Markets
F Woebbeking
Available at SSRN 3639098, 2020
12020
The London Whale
N Packham, F Woebbeking
Available at SSRN 3210536, 2018
12018
Stress Testing the Unknown-The Impact of Network Reconstruction on Systemic Risk Estimates
F Woebbeking
Available at SSRN 3336548, 2020
2020
Systemic Risk and Capital Adequacy
F Woebbeking
Available at SSRN 2951065, 2017
2017
The long-and short-run impact of oil price changes on major global economies
T Heidorn, S Van Huellen, C Ruehl, F Woebbeking
Frankfurt School of Finance & Management, 2017
2017
Risk Management Lessons from the” London Whale” Understanding Relative Size of Trading Positions
CF Woebbeking
2014
Ein Faktormodell-Ansatz für Korrelationsszenarien und Korrelations-stresstests
N Packham, F Wöbbeking
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Articles 1–11