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 |
|---|---|---|
| Derivatives risks as costs in a one-period network model Frontiers of Mathematical Finance | 2023-09-27 | Paper |
| Dual representation of expectile-based expected shortfall and its properties Probability, Uncertainty and Quantitative Risk | 2021-11-09 | Paper |
| Relative bound and asymptotic comparison of expectile with respect to expected shortfall Insurance Mathematics & Economics | 2020-08-03 | Paper |
Research outcomes over time
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