- Salience, systemic risk and spectral risk measures as capital requirements2021 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Risk measures in finance revisited2010 | Faculty of Mathematics and Physics
- Risk-aversion in data envelopment analysis models with diversification2021 | Faculty of Mathematics and Physics
- STRESS TESTING FOR RISK-AVERSE STOCHASTIC PROGRAMS2015 | Faculty of Mathematics and Physics
- Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices*2023 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws2020 | Faculty of Mathematics and Physics