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Christian Laudag\'e

Identifiers

  • name variant Christian Laudag\'e 0.60 · backfill

Papers (4)

  1. Geometrically convex return risk measures on AM-algebras q-fin.MF · 2026 · author #1
  2. Risk measures based on target risk profiles q-fin.MF · 2024 · author #2
  3. A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market q-fin.MF · 2023 · author #1
  4. Quantum Risk Analysis: Beyond (Conditional) Value-at-Risk quant-ph · 2022 · author #1

Mentions

  • 2409.17676 #2 · arxiv_oai · confidence 0.70 Christian Laudag\'e
  • 2211.04456 #1 · arxiv_oai · confidence 0.70 Christian Laudag\'e
  • 2306.07731 #1 · arxiv_oai · confidence 0.70 Christian Laudag\'e
  • 2606.26031 #1 · arxiv_oai · confidence 0.70 Christian Laudag\'e

Frequent Coauthors