Pablo Koch-Medina

Identifiers

• name variant Pablo Koch-Medina 0.60 · backfill

Papers (8)

1. A simple characterization of tightness for convex solid sets of positive random variables math.PR · 2017 · author #1
2. Existence, uniqueness and stability of optimal portfolios of eligible assets math.OC · 2017 · author #2
3. Diversification, protection of liability holders and regulatory arbitrage q-fin.RM · 2015 · author #1
4. Capital adequacy tests and limited liability of financial institutions q-fin.RM · 2014 · author #1
5. Law-invariant risk measures: extension properties and qualitative robustness q-fin.RM · 2014 · author #1
6. Measuring risk with multiple eligible assets q-fin.RM · 2013 · author #2
7. Beyond cash-additive risk measures: when changing the num\'{e}raire fails q-fin.RM · 2012 · author #2
8. Capital requirements with defaultable securities q-fin.RM · 2012 · author #2

Mentions

• 1401.3133 #1 · backfill · confidence 0.70 Pablo Koch-Medina
• 1401.3121 #1 · backfill · confidence 0.70 Pablo Koch-Medina
• 1308.3331 #2 · backfill · confidence 0.70 Pablo Koch-Medina
• 1206.0478 #2 · backfill · confidence 0.70 Pablo Koch-Medina
• 1203.4610 #2 · backfill · confidence 0.70 Pablo Koch-Medina

Frequent Coauthors

• Cosimo Munari 8 shared papers
• Walter Farkas 3 shared papers
• Mario Sikic 1 shared papers
• Mario \v{S}iki\'c 1 shared papers
• Michel Baes 1 shared papers
• Santiago Moreno-Bromberg 1 shared papers