Alexander Smirnow - Publications

AND-2.32, Andreasstr. 15, 8050 Zürich
+41 44 634 29 42
vCard Team Farkas Publications

Working Papers (1)

Intrinsic Risk Measures
Erich Walter Farkas, Alexander Smirnow
Swiss Finance Institute Research Paper, No. 16-65, November 2016.

Master Theses (1)

Risk measures: recent developments and new ideas
Alexander Smirnow
Supervisor(s): Erich Walter Farkas
University of Zurich, 2016.

Other research output (1)

Intrinsic Risk Measure: The More Direct Path to the Acceptance Set
Erich Walter Farkas, Alexander Smirnow