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researcher

Marcin Pitera

32 papers hereh-index 12424 citations46 works total

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

author position
  • first author9
  • middle author12
  • last author10

Across the 31 of 32 papers where every author was matched, so the position is known.

fields
  • q-fin.RM10
  • math.OC7
  • math.PR4
  • stat.ME4
  • q-fin.PM2
  • cs.LG1

identity via Semantic Scholar / OpenAlex

activity
20132026
most citedA unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time

15 citations · 54 across the 23 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

q-fin.RM2020

Estimating and backtesting risk under heavy tails

Marcin Pitera, Thorsten Schmidt

While the {estimation} of risk is an important question in the daily business of banking and insurance, many existing plug-in estimation procedures suffer from an unnecessary bias.…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.