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Marcin Pitera

Identifiers

  • name variant Marcin Pitera 0.60 · backfill

Papers (10)

  1. Long-run risk sensitive dyadic impulse control math.OC · 2019 · author #1
  2. Backtesting Expected Shortfall: a simple recipe? q-fin.RM · 2017 · author #2
  3. A note on conditional covariance matrices for elliptical distributions math.PR · 2017 · author #2
  4. A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective q-fin.MF · 2016 · author #3
  5. Unbiased estimation of risk q-fin.RM · 2016 · author #1
  6. Long run risk sensitive portfolio with general factors math.OC · 2015 · author #1
  7. The 20-60-20 Rule math.PR · 2015 · author #2
  8. A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time math.PR · 2014 · author #3
  9. The least squares method for option pricing revisited q-fin.CP · 2014 · author #2
  10. Dynamic Limit Growth Indices in Discrete Time q-fin.RM · 2013 · author #3

Mentions

  • 1501.02513 #2 · backfill · confidence 0.70 Marcin Pitera
  • 1409.7028 #3 · backfill · confidence 0.70 Marcin Pitera
  • 1404.7438 #2 · backfill · confidence 0.70 Marcin Pitera
  • 1312.1006 #3 · backfill · confidence 0.70 Marcin Pitera

Frequent Coauthors