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A Probability Metrics Approach to Financial Risk Measures
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A Probability Metrics Approach to Financial Risk Measures (2011)A Probability Metrics Approach to Financi…From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures (2023)From BASEL III to BASEL IV an…Neumann-Expansion-Based FEM for Uncertainty Quantification of Permittivity Variations (2020)Neumann-Expansion-Based FEM f…The Simplest Non-Expected Utility Model for Lottery and Portfolio Choices (2018)The Simplest Non-Expected Uti…The Origin of Diversification: An Evolutionary Theory (2017)The Origin of Diversification…PORTFOLIO SELECTION* (1952)Prospect Theory: An Analysis of Decision under Risk (1979)Status quo bias in decision making (1988)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Neumann Expansion for Stochastic Finite Element Analysis (1988)Stochastic Finite Elements: A Spectral Approach (1991)A comprehensive framework for verification, validation, and uncertainty quantification in scientific computing (2011)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)
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  • 2023From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures29 cited
  • 2020Neumann-Expansion-Based FEM for Uncertainty Quantification of Permittivity Variations10 cited
  • 2018The Simplest Non-Expected Utility Model for Lottery and Portfolio Choices2 cited
  • 2017The Origin of Diversification: An Evolutionary Theory1 cited

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