| Failure and rescue in an interbank network LCG Rogers, LAM Veraart Management Science 59 (4), 882-898, 2013 | 528 | 2013 |
| A Bayesian methodology for systemic risk assessment in financial networks A Gandy, LAM Veraart Management Science 63 (12), 4428-4446, 2017 | 182 | 2017 |
| Distress and default contagion in financial networks LAM Veraart Mathematical Finance 30 (3), 705-737, 2020 | 79 | 2020 |
| Interbank clearing in financial networks with multiple maturities M Kusnetsov, LAM Veraart SIAM Journal on Financial Mathematics 10 (1), 37-67, 2019 | 71 | 2019 |
| Stochastic volatility and stochastic leverage AED Veraart, LAM Veraart Annals of Finance 8 (2), 205-233, 2012 | 58 | 2012 |
| Modelling electricity day-ahead prices by multivariate Lévy semistationary processes AED Veraart, LAM Veraart Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and …, 2013 | 55 | 2013 |
| Stochastic volatility and stochastic leverage AED Veraart, LAM Veraart Annals of Finance 8 (2), 205-233, 2012 | 53 | 2012 |
| How does the repo market behave under stress? Evidence from the COVID-19 crisis AC Hüser, C Lepore, LAM Veraart Journal of Financial Stability 70, 101193, 2024 | 45* | 2024 |
| Adjustable network reconstruction with applications to CDS exposures A Gandy, LAM Veraart Journal of Multivariate Analysis 172, 193-209, 2019 | 45 | 2019 |
| When does portfolio compression reduce systemic risk? LAM Veraart Mathematical Finance 32 (3), 727-778, 2022 | 42 | 2022 |
| Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models PM Barrieu, LAM Veraart Scandinavian Actuarial Journal 2016 (2), 146-166, 2016 | 26 | 2016 |
| A stochastic volatility alternative to SABR LCG Rogers, LAM Veraart Journal of Applied Probability 45 (4), 1071-1085, 2008 | 23 | 2008 |
| The Effect of Estimation in High‐Dimensional Portfolios A Gandy, LAM Veraart Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013 | 20 | 2013 |
| The Effect of Estimation in High–dimensional Portfolios A Gandy, LAM Veraart Mathematical finance, 0 | 20* | |
| The relaxed investor with partial information N Bäuerle, SP Urban, LAM Veraart SIAM Journal on Financial Mathematics 3 (1), 304-327, 2012 | 19 | 2012 |
| Risk premiums in energy markets AED Veraart, LAM Veraart The Journal of Energy Markets 6 (4), 91, 2013 | 18* | 2013 |
| Optimal market making in the foreign exchange market LAM Veraart Applied Mathematical Finance 17 (4), 359-372, 2010 | 18 | 2010 |
| Systemic risk in markets with multiple central counterparties LAM Veraart, I Aldasoro Mathematical Finance 35 (1), 214-262, 2025 | 12 | 2025 |
| Optimal investment in the foreign exchange market with proportional transaction costs LAM Veraart Quantitative Finance 11 (4), 631-640, 2011 | 12 | 2011 |
| Optimal diversification in the presence of parameter uncertainty for a risk averse investor MS Dubois, LAM Veraart SIAM Journal on Financial Mathematics 6 (1), 201-241, 2015 | 10 | 2015 |
Axel GandyImperial College LondonVerified email at imperial.ac.uk
