publication venue for
- Portfolio optimization under the Value-at-Risk constraint 2007
- Risk minimization and portfolio diversification. 16:1325-1332. 2016
- Log Student’st-distribution-based option sensitivities: Greeks for the Gosset formulae. 13:1289-1302. 2013
- Conservatism bias in the presence of strategic interaction. 13:989-996. 2013
- The Fields Institute: thematic program on Quantitative Finance: foundations and applications – January to June, 2010. 11:21-29. 2011