Concepedia

Thomas Breuer

TB

9

Publications

425

Citations

9

H-Index

1995

Active since

Affiliations

Vorarlberg University of Applied Sciences(Current)

National Bank of Austria

Hungarian Academy of Sciences

Alfréd Rényi Institute of Mathematics

Thomas Breuer is an author at Vorarlberg University of Applied Sciences specializing in engineering, management, and finance.

Top concepts

EngineeringManagementFinanceStatisticsRisk ManagementPortfolio ManagementProbabilityFinancial CrisisPortfolio OptimizationFinancial Risk Management

Publications per year

1995–2020

9

Publications

9

Systematic stress tests with entropic plausibility constraints

Thomas Breuer, Imre Csiszár · Journal of Banking & Finance · 2012 · 103 citations

Reliability, Engineering, Stress +4

MEASURING DISTRIBUTION MODEL RISK

Thomas Breuer, Imre Csiszár · Mathematical Finance · 2013 · 81 citations

Distribution Model Risk, Bayesian Decision Theory, Engineering +22

The Impossibility of Accurate State Self-Measurements

Thomas Breuer · Philosophy of Science · 1995 · 76 citations

Engineering, Measurement, Quantum Measurement +20

A Systematic Approach to Multi-Period Stress Testing of Portfolio Credit Risk

Thomas Breuer, Martin Jandačka, Javier Juste Mencía et al. · SSRN Electronic Journal · 2010 · 59 citations · Full text

Engineering, Financial Risk Management, Multi-period Stress Testing +13

Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?

Thomas Breuer, Martin Jandačka, Klaus Rheinberger et al. · Journal of Banking & Finance · 2009 · 53 citations

Economics, Financial Economics, Financial Risk Management +13

Rows per page

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