Long run risk sensitive portfolio with general factors. - Marcin Pitera; Lukasz Stettner (Math. Methods Oper. Res., 2016)

A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time. - Tomasz R. Bielecki; Igor Cialenco; Marcin Pitera (Math. Oper. Res., 2018)

Long-Run Risk-Sensitive Impulse Control. - Damian Jelito; Marcin Pitera; Lukasz Stettner (SIAM J. Control. Optim., 2020)

Blackwell Optimality and Policy Stability for Long-Run Risk-Sensitive Stochastic Control. - Nicole Bäuerle; Marcin Pitera; Lukasz Stettner (SIAM J. Control. Optim., 2024)

Short Communication: Utility-Based Acceptability Indices. - Marcin Pitera; Miklós Rásonyi (SIAM J. Financial Math., 2024)

Conditional correlation estimation and serial dependence identification. - Kewin Paczek; Damian Jelito; Marcin Pitera; Agnieszka Wylomanska (J. Comput. Appl. Math., 2025)

Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule. - Jakub Wozny; Piotr Jaworski; Damian Jelito; Marcin Pitera; Agnieszka Wylomanska (J. Multivar. Anal., 2025)