University of Pennsylvania Winner / Engineering THE GRADUATE INSTITUTE OF INTERNATIONAL STUDIES RESEARCH P APER SERIES The International Center / Sergei Issaenko The Wharton School University of Pennsylvania Philadelphia / University of Pennsylvania Hua HE / University of Lausanne / Graduate Institute of International Studies / Domenico Cuoco The Wharton School University of Pennsylvania Philadelphia / Prof. Martin Hoesli University of Geneva / / /
IndustryTerm
bank capital requirements / technology community / riskcontrol tool / on-line references / risk-control tools / commitment solution / finance / consultative / risk management systems / risk-control tool / industry groups / /
Organization
International Swap and Derivatives Association / Hua He School of Management Yale University New Haven / GRADUATE INSTITUTE OF INTERNATIONAL STUDIES / School of Management / Wharton School / University of Geneva / University of Lausanne / University of Pennsylvania / University of Pennsylvania Winner / Wharton School University / Basle Committee / Both J.P. Morgan and Bankers Trust / U.S. Securities and Exchange Commission / Center for Financial Asset Management / Basle Committee on Banking Supervision / Yale University / International Center for Financial Asset Management and Engineering / /
Person
Carlo Acerbi / Domenico Cuoco / Sergei Issaenko / / /
Optimal Dynamic Trading Strategies with Risk Limits Domenico CUOCO The Wharton School, University of Pennsylvania Hua HE