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20182023
most citedOptimal contracts under competition when uncertainty from adverse selection and moral hazard are present

2 citations · 3 across the 3 of their papers we have counts for

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q-fin.RM2023

Risk factor aggregation and stress testing

Natalie Packham

Stress testing refers to the application of adverse financial or macroeconomic scenarios to a portfolio. For this purpose, financial or macroeconomic risk factors are linked with a…