Samuel Drapeau

Publication Activity (10 Years)

Years Active: 2013-2018
Publications (10 Years): 1

Top Topics

Computationally Efficient

Image Representation

Top Venues

Math. Oper. Res.

SIAM J. Financial Math.

Publications

Yannick Armenti, Stéphane Crépey, Samuel Drapeau, Antonis Papapantoleon
Multivariate Shortfall Risk Allocation and Systemic Risk. SIAM J. Financial Math. 9 (1) (2018)
Samuel Drapeau, Michael Kupper
Risk Preferences and Their Robust Representation. Math. Oper. Res. 38 (1) (2013)