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Dr. Mario Sikic - Publications

Postdoktorand

@cikis.oirambf.uzh.ch
AND-2.41, Andreasstr. 15, 8050 Zürich
+41 44 634 56 16
vCard Team Koch Medina Publications

Journal Articles (2)

A simple characterization of tightness for convex solid sets of positive random variables
Pablo Koch Medina, Cosimo-Andrea Munari, Mario Sikic
In: Positivity, forthcoming, 2018.


Diversification, protection of liability holders and regulatory arbitrage
Pablo Koch Medina, Cosimo-Andrea Munari, Mario Sikic
In: Mathematics and Financial Economics, Vol. 11 (No. 1), p. 63-83, January 2017.


Working Papers (1)

Diversification, protection of liability holders and regulatory arbitrage
Pablo Koch Medina, Cosimo-Andrea Munari, Mario Sikic
arXiv, No. 1502.03252, June 2015.