ORCID as entered in ROS
![orcid_icon](/themes/resgate8/images/icons/ORCIDiD_icon24x24.png)
Select Publications
2022, Hellinger-Bhattacharyya cross-validation for shape-preserving multivariate wavelet thresholding, , http://arxiv.org/abs/2204.13854v1
,2022, Stability and Sample-based Approximations of Composite Stochastic Optimization Problems, , http://dx.doi.org/10.48550/arxiv.2201.01338
,2021, The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion, , http://dx.doi.org/10.48550/arxiv.2108.02633
,2020, A Markov chain method for weighting climate model ensembles, , http://dx.doi.org/10.5194/gmd-2020-253
,2019, Myopic robust index tracking with Bregman divergence, , http://dx.doi.org/10.48550/arxiv.1908.07659
,2017, Shape-preserving wavelet-based multivariate density estimation, , http://arxiv.org/abs/1708.08321v1
,2015, Statistical Estimation of Composite Risk Functionals and Risk Optimization Problems,
,2005, Wavelet-based estimation with multiple sampling rates, , http://dx.doi.org/10.48550/arxiv.math/0503669
,Ex Ante Comparison of Maximum Sharpe Ratios and Incremental Variable Testing, , http://dx.doi.org/10.2139/ssrn.2718033
,Rom Simulation with Exact Means, Covariances, and Multivariate Skewness, , http://dx.doi.org/10.2139/ssrn.2816279
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