Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Statistics & Risk Modeling / De Gruyter

Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
13
Impact Factor (IF)
0.11
5 Years IF
0.08
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.02 0.11 0.09 0.02 23 23 9 2 2 52 1 119 2 0 0 0.05
1991 0.02 0.1 0.05 0.02 20 43 5 2 4 47 1 121 2 0 0 0.05
1992 0 0.11 0.04 0.02 27 70 21 3 7 43 118 2 0 0 0.06
1993 0.04 0.13 0.04 0.02 24 94 10 4 11 47 2 122 3 0 0 0.06
1994 0.04 0.14 0.04 0.02 27 121 16 5 16 51 2 118 2 0 0 0.07
1995 0.04 0.22 0.04 0.02 24 145 21 6 22 51 2 121 3 0 0 0.09
1996 0.02 0.25 0.05 0.03 23 168 44 8 30 51 1 122 4 0 0 0.12
1997 0.02 0.25 0.09 0.06 25 193 10 18 48 47 1 125 8 0 1 0.04 0.11
1998 0.02 0.28 0.04 0.02 23 216 25 8 57 48 1 123 3 0 1 0.04 0.13
1999 0.04 0.31 0.03 0.04 22 238 10 8 65 48 2 122 5 0 0 0.15
2000 0.09 0.36 0.09 0.06 20 258 13 22 87 45 4 117 7 3 13.6 1 0.05 0.16
2001 0 0.39 0.06 0.04 23 281 32 18 105 42 113 4 1 5.6 0 0.17
2002 0.02 0.41 0.05 0.04 22 303 4 14 119 43 1 113 5 1 7.1 0 0.21
2003 0.02 0.44 0.05 0.04 20 323 54 16 135 45 1 110 4 1 6.3 0 0.22
2004 0.02 0.5 0.04 0.05 19 342 11 14 149 42 1 107 5 0 0 0.22
2005 0.08 0.51 0.07 0.08 23 365 41 24 173 39 3 104 8 2 8.3 0 0.24
2006 0.26 0.51 0.12 0.14 35 400 159 46 220 42 11 107 15 3 6.5 6 0.17 0.23
2007 0.12 0.46 0.08 0.08 15 415 11 33 253 58 7 119 10 0 0 0.2
2008 0.28 0.49 0.12 0.22 10 425 25 50 303 50 14 112 25 1 2 0 0.23
2009 0.12 0.48 0.09 0.15 28 453 9 42 345 25 3 102 15 3 7.1 0 0.24
2011 0.04 0.52 0.08 0.15 19 472 26 40 428 28 1 88 13 4 10 0 0.24
2012 0.16 0.52 0.14 0.15 16 488 14 68 496 19 3 72 11 2 2.9 2 0.13 0.22
2013 0.17 0.56 0.12 0.16 19 507 30 61 557 35 6 73 12 0 3 0.16 0.24
2014 0.11 0.55 0.1 0.16 14 521 16 50 607 35 4 82 13 7 14 0 0.23
2015 0.09 0.55 0.07 0.06 7 528 0 38 645 33 3 68 4 0 0 0.23
2016 0 0.53 0.04 0.15 11 539 31 21 666 21 75 11 0 1 0.09 0.21
2017 0.39 0.54 0.06 0.16 9 548 9 32 698 18 7 67 11 0 0 0.22
2018 0.05 0.55 0.05 0.05 8 556 3 29 727 20 1 60 3 0 1 0.13 0.24
2019 0.18 0.57 0.05 0.12 4 560 2 28 755 17 3 49 6 0 0 0.23
2020 0.17 0.68 0.04 0.18 5 565 0 20 775 12 2 39 7 0 0 0.32
2021 0.11 0.81 0.09 0.41 5 570 4 51 826 9 1 37 15 1 2 1 0.2 0.3
2022 0.1 0.86 0.04 0.13 4 574 0 24 850 10 1 31 4 0 0 0.26
2023 0.11 0.92 0.02 0.08 4 578 0 12 862 9 1 26 2 0 0 0.27
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12006Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Dhaene, Jan ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene ; Michel, Denuit . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:1-25:n:2.

Full description at Econpapers || Download paper

41
22006Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Goovaerts, Marc ; Dhaene, Jan ; Michel, Denuit ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:25:n:1.

Full description at Econpapers || Download paper

36
32016Leveraging the network: A stress-test framework based on DebtRank. (2016). battiston, stefano ; Stefano, Battiston ; Marco, Derrico ; Guido, Caldarelli . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:33:y:2016:i:3-4:p:117-138:n:2.

Full description at Econpapers || Download paper

28
42003On arbitrage and replication in the fractional Black–Scholes pricing model. (2003). Sottinen, Tommi ; Tommi, Sottinen ; Esko, Valkeila . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:2/2003:p:93-108:n:7.

Full description at Econpapers || Download paper

25
52006Convex risk measures and the dynamics of their penalty functions. (2006). Hans, Follmer ; Irina, Penner . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:36:n:9.

Full description at Econpapers || Download paper

24
62001ESTIMATION OF THE DENSITY AND THE REGRESSION FUNCTION UNDER MIXING CONDITIONS. (2001). Liebscher E., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:19:y:2001:i:1:p:9-26:n:8.

Full description at Econpapers || Download paper

21
72006Robust utility maximization in a stochastic factor model. (2006). Alexander, Schied ; Daniel, Hernandez-Hernandez . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:109-125:n:5.

Full description at Econpapers || Download paper

20
82006Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. (2006). Dana, Rose-Anne ; Guillaume, Carlier ; Rose-anne, Dana. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:26:n:3.

Full description at Econpapers || Download paper

17
92006Robust utility maximization in a stochastic factor model. (2006). Daniel, Hernandez-Hernandez ; Alexander, Schied . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:17:n:2.

Full description at Econpapers || Download paper

16
102008Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). Udina, Frederic ; Laszlo, Gyorfi ; Harro, Walk ; Frederic, Udina . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:145-157:n:5.

Full description at Econpapers || Download paper

16
112006On the optimal risk allocation problem. (2006). Christian, Burgert ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:19:n:4.

Full description at Econpapers || Download paper

15
122005Duality theory for optimal investments under model uncertainty. (2005). Alexander, Schied ; Ching-Tang, Wu. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:3/2005:p:199-217:n:3.

Full description at Econpapers || Download paper

14
131987INADMISSIBILITY OF THE BEST EQUIVARIANT ESTIMATORS OF THE VARIANCE-COVARIANCE MATRIX, THE PRECISION MATRIX, AND THE GENERALIZED VARIANCE UNDER ENTROPY LOSS. (1987). Ghosh M., ; Sinha B. K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:3-4:p:201-228:n:1.

Full description at Econpapers || Download paper

13
141995PARTITIONING-ESTIMATES OF A REGRESSION FUNCTION UNDER RANDOM CENSORING. (1995). Carbonez A., ; Meulen E. C. van der, ; Gyorfi L., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:13:y:1995:i:1:p:21-38:n:2.

Full description at Econpapers || Download paper

12
152006Oracle inequalities for multi-fold cross validation. (2006). Sandrine, Dudoit ; Vaart Aad W. van der, ; Laan Mark J. van der, . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:21:n:3.

Full description at Econpapers || Download paper

12
162005Optimal consumption strategies under model uncertainty. (2005). Ludger, Ruschendorf ; Christian, Burgert . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1:p:1-14:n:1.

Full description at Econpapers || Download paper

12
171996ON LEAST SQUARES ESTIMATES OF AN EXPONENTIAL TAIL COEFFICIENT. (1996). Schultze J., ; Steinebach J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:4:p:353-372:n:3.

Full description at Econpapers || Download paper

12
181996ON SOME ASPECTS OF RANKED SET SAMPLING FOR ESTIMATION OF NORMAL AND EXPONENTIAL PARAMETERS. (1996). Sumitra, Purkayastha ; Sinha Bimal K., ; Sinha Bikas K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:3:p:223-240:n:2.

Full description at Econpapers || Download paper

11
192013Properties of hierarchical Archimedean copulas. (2013). Ostap, Okhrin ; Wolfgang, Schmid ; Yarema, Okhrin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:1:p:21-54:n:2.

Full description at Econpapers || Download paper

11
201996ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES. (1996). Horvath, Lajos ; Edit, Gombay ; Marie, Huskova ; Lajos, Horvath . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:145-160:n:4.

Full description at Econpapers || Download paper

11
211998WEAK AND STRONG UNIVERSAL CONSISTENCY OF SEMI-RECURSIVE KERNEL AND PARTITIONING REGRESSION ESTIMATES. (1998). Gyorfi L., ; Walk H., ; Kohler M., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:1:p:1-18:n:1.

Full description at Econpapers || Download paper

11
222003Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models. (2003). Woerner Jeannette H. C., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:47-68:n:6.

Full description at Econpapers || Download paper

10
232006The cross-validated adaptive epsilon-net estimator. (2006). Sandrine, Dudoit ; Vaart Aad W. van der, ; Laan Mark J. van der, . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:23:n:4.

Full description at Econpapers || Download paper

10
242012Bounds for joint portfolios of dependent risks. (2012). Giovanni, Puccetti ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:29:y:2012:i:2:p:107-132:n:4.

Full description at Econpapers || Download paper

9
252006Convex risk measures and the dynamics of their penalty functions. (2006). Irina, Penner ; Hans, Follmer . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:61-96:n:3.

Full description at Econpapers || Download paper

9
262011On the maximization of financial performance measures within mixture models. (2011). Prigent, Jean-Luc ; Rania, Hentati ; Jean-Luc, Prigent . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:63-80:n:5.

Full description at Econpapers || Download paper

9
272006Law invariant convex risk measures for portfolio vectors. (2006). Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:12:n:10.

Full description at Econpapers || Download paper

9
282006Parametric and semiparametric inference for shape: the role of the scale functional. (2006). Hallin, Marc ; Marc, Hallin ; Davy, Paindaveine . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:24:n:2.

Full description at Econpapers || Download paper

8
292005Optimal consumption strategies under model uncertainty. (2005). Christian, Burgert ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:1-14:n:1.

Full description at Econpapers || Download paper

7
302014Central clearing of OTC derivatives: Bilateral vs multilateral netting. (2014). Rama, Cont ; Thomas, Kokholm . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:20:n:1.

Full description at Econpapers || Download paper

7
312008Optimal portfolios with Haezendonck risk measures. (2008). Fabio, Bellini ; Emanuela, Rosazza Gianin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:89-108:n:3.

Full description at Econpapers || Download paper

7
322014On dependence consistency of CoVaRand some other systemic risk measures. (2014). Georg, Mainik ; Eric, Schaanning . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:29:n:4.

Full description at Econpapers || Download paper

7
331989EMPIRICAL BAYES SUBSET ESTIMATION IN REGRESSION MODELS. (1989). Ghosh M., ; Sen P. K., ; Saleh A. K. Md. E., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:1-2:p:15-36:n:4.

Full description at Econpapers || Download paper

6
342007Estimating the error distribution function in semiparametric regression. (2007). Muller Ursula U., ; Wolfgang, Wefelmeyer ; Anton, Schick . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:25:y:2007:i:1/2007:p:18:n:1.

Full description at Econpapers || Download paper

6
351987ON ADAPTIVE ESTIMATION IN AUTOREGRESSIVE MODELS WHEN THERE ARE NUISANCE FUNCTIONS. (1987). Jens-Peter, Kreiss . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:1-2:p:59-76:n:12.

Full description at Econpapers || Download paper

6
361985ON THE LIMITING DISTRIBUTION OF AND CRITICAL VALUES FOR THE HOEFFDING, BLUM, KIEFER, ROSENBLATT INDEPENDENCE CRITERION. (1985). Derek, Cotterill ; Miklos, Csorgo . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:1-2:p:1-48:n:1.

Full description at Econpapers || Download paper

6
371989ESTIMATING ORDERED LOCATION AND SCALE PARAMETERS. (1989). Cohen A., ; Kushary D., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:3:p:201-214:n:1.

Full description at Econpapers || Download paper

6
382011Robust replication in H-self-similar Gaussian market models under uncertainty. (2011). Sottinen, Tommi ; Pavel, Gapeev ; Esko, Valkeila ; Tommi, Sottinen . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:37-50:n:3.

Full description at Econpapers || Download paper

5
392005Perpetual convertible bonds in jump-diffusion models. (2005). Pavel, Gapeev ; Christoph, Kuhn . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:15-31:n:2.

Full description at Econpapers || Download paper

5
401997EXPANSION OF BAYES RISK FOR ENTROPY LOSS AND REFERENCE PRIOR IN NONREGULAR CASES. (1997). Subhashis, Ghosal ; Tapas, Samanta . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:15:y:1997:i:2:p:129-140:n:2.

Full description at Econpapers || Download paper

5
412013Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50. (2013). Christain, Brechmann Eike ; Claudia, Czado . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:307-342:n:2.

Full description at Econpapers || Download paper

5
421996DECISION THEORETIC ESTIMATION OF THE VARIANCE RATIO. (1996). Ghosh M., ; Kundu S., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:161-176:n:5.

Full description at Econpapers || Download paper

5
431990A NEW CLASS OF IMPROVED ESTIMATORS OF A MULTINORMAL PRECISION MATRIX. (1990). Dey D. K., ; Srinivasan C., ; Ghosh M., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:8:y:1990:i:2:p:141-152:n:4.

Full description at Econpapers || Download paper

5
441985RANK ESTIMATORS OF SCORES FOR TESTING INDEPENDENCE. (1985). Konrad, Behnen ; Georg, Neuhaus ; Marie, Hukova . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:3-4:p:239-262:n:4.

Full description at Econpapers || Download paper

5
451989FREQUENTIST BEHAVIOR OF ROBUST BAYES ESTIMATES OF NORMAL MEANS. (1989). DasGupta A., ; Studden W. J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:4:p:333-362:n:3.

Full description at Econpapers || Download paper

5
462013Bernstein estimator for unbounded copula densities. (2013). Taamouti, Abderrahim ; Taoufik, Bouezmarni ; Abderrahim, Taamouti ; El, Ghouch . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:343-360:n:3.

Full description at Econpapers || Download paper

5
472003Parameter estimation for some non-recurrent solutions of SDE. (2003). Dietz Hans M., ; Kutoyants Yury A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:29-46:n:4.

Full description at Econpapers || Download paper

4
482017The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks. (2017). Fatena, El-Masri ; Zachary, Feinstein. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:3-4:p:113-139:n:2.

Full description at Econpapers || Download paper

4
491998THE EXACT RISK OF A WEIGHTED AVERAGE ESTIMATOR OF THE OLS AND STEIN-RULE ESTIMATORS IN REGRESSION UNDER BALANCED LOSS. (1998). Kazuhiro, Ohtani . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:1:p:35-46:n:5.

Full description at Econpapers || Download paper

4
501983ENTROPY-BASED STATISTICAL INFERENCE, II: SELECTION-OF-THE-BEST/COMPLETE RANKING FOR CONTINUOUS DISTRIBUTIONS ON (0,1), WITH APPLICATIONS TO RANDOM NUMBER GENERATORS. (1983). Dudewicz Edward J., ; Meulen Edward C. van der, . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:1:y:1983:i:2:p:131-146:n:2.

Full description at Econpapers || Download paper

4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Leveraging the network: A stress-test framework based on DebtRank. (2016). battiston, stefano ; Stefano, Battiston ; Marco, Derrico ; Guido, Caldarelli . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:33:y:2016:i:3-4:p:117-138:n:2.

Full description at Econpapers || Download paper

9
22008Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). Udina, Frederic ; Laszlo, Gyorfi ; Harro, Walk ; Frederic, Udina . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:145-157:n:5.

Full description at Econpapers || Download paper

6
31995PARTITIONING-ESTIMATES OF A REGRESSION FUNCTION UNDER RANDOM CENSORING. (1995). Carbonez A., ; Meulen E. C. van der, ; Gyorfi L., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:13:y:1995:i:1:p:21-38:n:2.

Full description at Econpapers || Download paper

3
42006Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Dhaene, Jan ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene ; Michel, Denuit . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:1-25:n:2.

Full description at Econpapers || Download paper

2
52014Central clearing of OTC derivatives: Bilateral vs multilateral netting. (2014). Rama, Cont ; Thomas, Kokholm . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:20:n:1.

Full description at Econpapers || Download paper

2
62021On the elicitability of range value at risk. (2021). Johanna, Ziegel ; Tobias, Fissler. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:38:y:2021:i:1-2:p:25-46:n:3.

Full description at Econpapers || Download paper

2
72006Robust utility maximization in a stochastic factor model. (2006). Alexander, Schied ; Daniel, Hernandez-Hernandez . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:109-125:n:5.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 1
YearTitle
2023Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning. (2022). 'Alvaro Cartea, ; Jaimungal, Sebastian ; Coache, Anthony. In: Papers. RePEc:arx:papers:2206.14666.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2021
YearCiting document
2021Set-Valued Dynamic Risk Measures for Processes and Vectors. (2021). Feinstein, Zachary ; Chen, Yanhong. In: Papers. RePEc:arx:papers:2103.00905.

Full description at Econpapers || Download paper