Concepedia

Donato Abbate

DA

Statistics

Publications

3

Citations

86

H-Index

3

Active since

2008

Affiliations

ETH Zurich(Current)

University of Zurich

Donato Abbate is an author at ETH Zurich specializing in financial risk management, asset pricing, and quantitative management.

Top concepts

Publications per year

2008–2009

3

Publications

3

Operational risk quantification using extreme value theory and copulas: from theory to practice

Elise Gourier, Donato Abbate, Walter Farkas · Zurich Open Repository and Archive (University of Zurich) · 2009 · 35 citations

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Operational risk quantification using extreme value theory and copulas: from theory to practice

Elise Gourier, Walter Farkas, Donato Abbate · The Journal of Operational Risk · 2009 · 28 citations

, , +18

Operational Risk Quantification Using Extreme Value Theory and Copulas: From Theory to Practice

Donato Abbate, Elise Gourier, Walter Farkas · SSRN Electronic Journal · 2008 · 23 citations · Full text

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