Walter Farkas

Measuring risk with multiple eligible assets

Cosimo Munari, Pablo Koch-Medina, Walter Farkas, 2013, 1308.3331.

Beyond cash-additive risk measures: when changing the numéraire fails

Cosimo Munari, Pablo Koch-Medina, Walter Farkas, 2012, Finance Stochastics.

Intrinsic Risk Measures

Alexander Smirnow, Walter Farkas, 2016 .