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 |
|---|---|---|
| Dynamic CVaR portfolio construction with attention-powered generative factor learning Journal of Economic Dynamics and Control | 2024-06-19 | Paper |
| Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement European Journal of Operational Research | 2023-11-15 | Paper |
| Capturing deep tail risk via sequential learning of quantile dynamics Journal of Economic Dynamics and Control | 2019-11-22 | Paper |
Research outcomes over time
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