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Neural Embeddings of Financial Time Series
Sokolov, Mostovoy, Parker, Seco
Integrating Health and Economic Parameters to Optimize OCIV-19 Mitigation Strategies
Sokolov, Mostovoy, Seco, Chen, Roberts, Murty
Constructing ESG indices Using Learned Representations of Text Data
Sokolov, Mostovoy, Ding, Seco
Option-like properties in the distribution of hedge fund returns
Denk, Djerroud, Seco, Shakourifar, Zagst
Market Crises and the 1/N Asset-allocation Strategy
Escobar, Mitterreiter Saunders, Seco, Zagst
Price of liquidity in the reinsurance of fund returns
Saunders, Seco, Senn
Optimal fee structures in hedge funds
Escobar, Höhn, Seco, Zagst
The Myth of Hedge Fund Fee Diversification
Meng, Saunders, Seco
On arbitrage-free pricing in numeraire-free markets
Dominguez, Mostovoy, Seco
Fixed-Income Returns from Hedge Funds with Negative Fee Structures: Valuation and Risk Analysis
Bhaduri, Djerroud, Meng, Saunders, Seco, Shakourifar
Pricing shared loss hedge fund fee structures
Djerroud, Saunders, Seco, Shakourifar
Alternative Gebührenstrukturen für alternative Investments
Djerroud, Saunders, Seco, Shakourifar
Hedge Funds as knock-out options
Escobar, Kramer, Scheibl, Seco, Zagst
Hedge funds: Truths and Myths
Seco
Hedge Funds
Chen, Seco
Distressed considerations in the construction of hedge fund portfolios
Seco
Portfolio optimization in a multidimensional structural-default model with a focus on private equity
Escobar, Hieber, Scherer, Seco
Charlie's romance with Quantum Mechanics
Fröhlich, Seco, Weinstein
Numeros, átomos y estrellas
Cordoba, Fefferman, Seco
The energy of a large atom
Fefferman, Seco
All That Math: Portraits of Mathematicians as Young Readers
Luis Seco
Ajedrez contra el virus
Chess and Mathematics to Optimize confinement measures
Chrome link for English translation of the article in El Pais
Comparing moments and L-moments
Carrillo, Escobar, hernandez, Olivares, Seco