Preserving preference rankings under non-financial background risk

von Malevergne, Y.
Veröffentlicht in Operational Research Society Journal of the Operational Research Society (2010)

On cross-risk vulnerability

von Malevergne, Y.
Veröffentlicht in Insurance / Mathematics & economics (2009)

On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distribution of stock returns

von Malevergne, Y.
Veröffentlicht in Applied financial economics (2006)

Zipf's law and maximum sustainable growth

von Malevergne, Y.
Veröffentlicht in Journal of economic dynamics & control (2013)