Sticky Continuous Processes have Consistent Price Systems. - Christian Bender; Mikko S. Pakkanen; Hasanjan Sayit (J. Appl. Probab., 2015)

Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models. - Nuerxiati Abudurexiti; Kai He; Dongdong Hu; Svetlozar T. Rachev; Hasanjan Sayit; Ruoyu Sun 007 (Ann. Oper. Res., 2024)