2 citations · 2 across the 2 of their papers we have counts for
3 papers
cond-mat.dis-nn2021
A fermion phenomenology of low-temperature strongly-noncrystalline solids
Mihail Turlakov
Insisting on the relevance of spin-statistics theorem, I propose that anomalous low-energy excitations of strongly-noncrystalline solids (SNSs), observed at low temperatures T < 1…
q-fin.RM2016
Leverage and Uncertainty
Mihail Turlakov
Risk and uncertainty will always be a matter of experience, luck, skills, and modelling. Leverage is another concept, which is critical for the investor decisions and results. Adap…
q-fin.PR2012★ 2 cited
Wrong-way risk in credit and funding valuation adjustments
Mihail Turlakov
Wrong-way risk in counterparty and funding exposures is most dramatic in the situations of systemic crises and tails events. A consistent model of wrong-way risk (WWR) is developed…