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Damir Filipović

École Polytechnique Fédérale de Lausanne
Swiss Finance Institute
Vienna University of Economics and Business

236

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5134

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Special Issue on Dimensionality Reduction, Learning, and Machines

2021 Journal of Financial Econometrics
- Damir Filipović
- Fabio Trojani
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Systemic Risk in Networks with a Central Node

2020 Research Papers in Economics
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Systemic Risk in Networks with a Central Node

2020 Siam Journal on Financial Mathematics
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Affine Pricing and Hedging of Collateralized Debt Obligations.

2020 arXiv: Mathematical Finance
- Zehra Eksi
- Damir Filipović
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Systemic Risk in Networks with a Central Node

2020
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Affine Pricing and Hedging of Collateralized Debt Obligations

2020 Research Papers in Economics
- Zehra Eksi
- Damir Filipović
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Investor Sentiment and Stock Return Drawdowns

2020
- Marc-Aurèle Divernois
- Damir Filipović
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Systemic Risk in Networks with a Central Node

2020
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A Machine Learning Approach to Portfolio Pricing and Risk Management for High-Dimensional Problems

2020
- Lucio Fernandez Arjona
- Damir Filipović
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Affine Pricing and Hedging of Collateralized Debt Obligations

2020 Social Science Research Network
- Zehra Eksi
- Damir Filipović
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