List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Asymptotic normality of the conditional value-at-risk based Pickands estimator Statistics & Probability Letters | 2025-04-28 | Paper |
| Risk parity portfolio optimization under heavy-tailed returns and dynamic correlations Journal of Time Series Analysis | 2025-02-19 | Paper |
| Dynamic currency hedging with non-Gaussianity and ambiguity Quantitative Finance | 2024-05-29 | Paper |
| Classification and severity progression measure of COVID-19 patients using pairs of multi-omic factors Journal of Applied Statistics | 2023-09-27 | Paper |
| Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns Journal of Econometrics | 2019-12-19 | Paper |
| Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition Journal of Multivariate Analysis | 2019-07-02 | Paper |
| COMFORT: a common market factor non-Gaussian returns model Journal of Econometrics | 2015-06-08 | Paper |
Research outcomes over time
This page was built for person: Paweł Polak
