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Who owns what? : a factor model for direct stockholding
Balasubramaniam, Vimal, (2021)
Linear factor models in finance
Knight, John, (2005)
Robust utility maximization in a stochastic factor model
Hernández-Hernández, Daniel, (2005)
The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes
Simonian, Joseph, (2010)
A Bayesian approach to building robust structural credit default models
Simonian, Joseph, (2011)
Liquidity on the outside from the inside