Pablo Koch-Medina

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 2

Top Topics

Robust Optimization

Joint Probability Distribution

Conditional Distribution

Random Variables

Top Venues

Finance Stochastics

Ann. Oper. Res.

SIAM J. Financial Math.

Publications

Pablo Koch-Medina, Cosimo Munari
Qualitative robustness of utility-based risk measures. Ann. Oper. Res. 336 (1-2) (2024)
Fabio Bellini, Pablo Koch-Medina, Cosimo Munari, Gregor Svindland
Law-Invariant Functionals on General Spaces of Random Variables. SIAM J. Financial Math. 12 (1) (2021)
Walter Farkas, Pablo Koch-Medina, Cosimo Munari
Beyond cash-additive risk measures: when changing the numéraire fails. Finance Stochastics 18 (1) (2014)