author-photo

Nikola Vasiljević

University of Zurich

8

Papers

11

Citations

Citation Trend

Filter By

Papers (8) Sort By

Journal Conference Others

Intra‐Horizon expected shortfall and risk structure in models with jumps

2021 Mathematical Finance
Show All
- Source
- Cite
- Save
Citations (4)
Ambiguity and the Home Currency Bias

2020 Social Science Research Network
- Urban Ulrych
- Nikola Vasiljević
Show All
- Source
- Cite
- Save
Citations (0)
Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps

2020 arXiv: Mathematical Finance
Show All
- Source
- Cite
- Save
Citations (0)
Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps

2019
Show All
- Source
- Cite
- Save
Citations (1)
Option-Implied Intrahorizon Value at Risk

2019 Management Science
- Markus Leippold
- Nikola Vasiljević
Show All
- Source
- Cite
- Save
Citations (5)
Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps

2019
Show All
- Source
- Cite
- Save
Citations (1)
Option-Implied Intra-Horizon Value-at-Risk

2018
- Markus Leippold
- Nikola Vasiljević
Show All
- Source
- Cite
- Save
Citations (0)
Option-Implied Intra-Horizon Value-at-Risk

2017 Social Science Research Network
- Markus Leippold
- Nikola Vasiljević
Show All
- Source
- Cite
- Save
Citations (0)