Jan Rosenzweig

Power-law Portfolios

Jan Rosenzweig, 2021, Wilmott.

Fat Tailed Factors

Jan Rosenzweig, 2020, 2011.13637.

Co-activation of rhythms during alpha band oscillations as an interictal biomarker of exploding head syndrome

M. Kryger, S. Higgins, S. Beniczky, 2020, Cephalalgia : an international journal of headache.

A Tale of Tail Covariances (and Diversified Tails)

Jan Rosenzweig, 2023, 2302.13646.

The neurophysiologic landscape of the sleep onset: a systematic review

V. Kumari, S. Higgins, I. Rosenzweig, 2023, Journal of thoracic disease.

Fat Tails and Optimal Liability Driven Portfolios

Jan Rosenzweig, 2022, 2201.10846.