◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

W. Farkas

7 papers hereh-index 14842 citations41 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6
  • middle author1

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • q-fin.RM3
  • q-fin.MF2
  • math.AP1
  • math-ph1

identity via Semantic Scholar / OpenAlex

activity
20042020
most citedBeyond cash-additive risk measures: when changing the numéraire fails

49 citations · 66 across the 5 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

q-fin.RM2013

Measuring risk with multiple eligible assets

Walter Farkas, Pablo Koch-Medina, Cosimo Munari

The risk of financial positions is measured by the minimum amount of capital to raise and invest in eligible portfolios of traded assets in order to meet a prescribed acceptability…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.