| How to find plausible, severe, and useful stress scenarios M Jandacka, K Rheinberger, T Breuer, M Summer International Joural of Central Banking 5, 205-224, 2009 | 159* | 2009 |
| Systematic stress tests with entropic plausibility constraints T Breuer, I Csiszár Journal of Banking & Finance 37 (5), 1552-1559, 2013 | 114 | 2013 |
| The impossibility of accurate state self-measurements T Breuer Philosophy of Science 62 (2), 197-214, 1995 | 108 | 1995 |
| Does adding up of economic capital for market-and credit risk amount to conservative risk assessment? T Breuer, M Jandačka, K Rheinberger, M Summer Journal of Banking & Finance 34 (4), 703-712, 2010 | 96 | 2010 |
| Measuring distribution model risk T Breuer, I Csiszár Mathematical Finance 26 (2), 395-411, 2016 | 93 | 2016 |
| A systematic approach to multi-period stress testing of portfolio credit risk T Breuer, M Jandačka, J Mencía, M Summer Journal of Banking & Finance 36 (2), 332-340, 2012 | 76 | 2012 |
| Regulatory capital for market and credit risk interaction: Is current regulation always conservative? T Breuer, M Jandacka, K Rheinberger, M Summer Discussion Paper Series 2: Banking and Finance 14, 2008 | 40 | 2008 |
| Subjective decoherence in quantum measurements T Breuer Synthese 107, 1-17, 1996 | 26 | 1996 |
| Kochen-Specker theorem for finite precision spin-one measurements T Breuer Physical Review Letters 88 (24), 240402, 2002 | 24 | 2002 |
| Systemic risk monitor: Risk assessment and stress testing for the austrian banking system M Boss, T Breuer, H Elsinger, G Krenn, A Lehar, C Puhr, M Summer Internal technical document. OeNB, 2006 | 23 | 2006 |
| Overcoming dimensional dependence of maximum loss T Breuer Journal of Risk 11 (1), 79-92, 2008 | 21* | 2008 |
| Identifying stress test scenarios T Breuer, G Krenn, O Nationalbank Fachhochschule Vorarlberg, 2000 | 21 | 2000 |
| Quantenmechanik: Ein Fall für Gödel? T Breuer Spektrum Akademischer Verlag, 1997 | 20 | 1997 |
| Stress tests, maximum loss, and Value at Risk T Breuer, G Krenn, F Pistovcák B. Britzelmaier, S. Geberl, M. Menichetti, H.-R. Kaufmann (eds …, 2002 | 19 | 2002 |
| Evolution on trees: On the design of an evolution strategy for scenario-based multi-period portfolio optimization under transaction costs HG Beyer, S Finck, T Breuer Swarm and Evolutionary Computation 17, 74-87, 2014 | 18 | 2014 |
| Using quasi-Monte Carlo scenarios in risk management F Pistovčák, T Breuer Monte Carlo and Quasi-Monte Carlo Methods 2002: Proceedings of a Conference …, 2004 | 18 | 2004 |
| Stress testing T Breuer, G Krenn OeNB Guidelines on Market Risk 5, 1999 | 17 | 1999 |
| Providing against the worst: risk capital for worst case scenarios T Breuer Managerial Finance 32 (9), 716-730, 2006 | 14 | 2006 |
| Expected Value Minimization in Information Theoretic Multiple Priors Models I Csiszár, T Breuer IEEE Transactions on Information Theory 64 (6), 3975, 2018 | 12 | 2018 |
| Universell und unvollständig: Theorien über alles? T Breuer Philosophia Naturalis 34, 1-20, 1997 | 12 | 1997 |
Martin SummerOesterreichische NationalbankVerified email at oenb.at
