Marcin Pitera

Available identifiers

zbMath Open pitera.marcinMaRDI QIDQ283998

List of research outcomes

Publication	Date of Publication	Type
A note on the equivalence between the conditional uncorrelation and the independence of random variables	2024-03-25	Paper
Discrete‐time risk sensitive portfolio optimization with proportional transaction costs	2024-01-31	Paper
A note on Multiplicative Poisson Equation: developments in the span-contraction approach	2023-09-06	Paper
Estimation of stability index for symmetric {\alpha}-stable distribution using quantile conditional variance ratios	2022-12-27	Paper
Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics	2022-07-07	Paper
Publisher correction to: ``Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics	2022-07-07	Paper
New fat-tail normality test based on conditional second moments with applications to finance	2021-12-27	Paper
Long-run risk sensitive dyadic impulse control	2021-08-11	Paper
Risk sensitive optimal stopping	2021-06-04	Paper
Long-Run Risk-Sensitive Impulse Control	2020-10-30	Paper
A note on conditional variance and characterization of probability distributions	2020-10-12	Paper
A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time	2020-03-11	Paper
A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective	2020-02-17	Paper
The least squares method for option pricing revisited	2018-07-27	Paper
A note on conditional covariance matrices for elliptical distributions	2017-12-22	Paper
The 20-60-20 rule	2016-09-30	Paper
Long run risk sensitive portfolio with general factors	2016-05-17	Paper
Dynamic Limit Growth Indices in Discrete Time	2015-10-20	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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