Research output per year
Research output per year
Personal profile
Curriculum Vitae
PhD, WU Vienna
2016 → 2022
MSc. Quantitative Finance, WU Vienna
2014 → 2016
Bc. Business Mathematics, Comenius Universität
2011 → 2014
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Set-valued intrinsic measure of systemic risk
Hlavinova, J., Rudloff, B. & Smirnow, A., 2023, (Submitted) In: International Journal of Theoretical and Applied Finance.Publication: Scientific journal › Journal article › peer-review
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Elicitability and identifiability of set-valued functionals
Hlavinova, J., 2022, 107 p.Publication: Thesis › Doctoral thesis
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Elicitability and Identifiability of Systemic Risk Measures
Fissler, T., Hlavinova, J. & Rudloff, B., 2021, In: Finance and Stochastics. 25, 1, p. 133 - 165Publication: Scientific journal › Journal article › peer-review
Open AccessFile42 Downloads (Pure) -
Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals
Fissler, T., Frongillo, R., Hlavinova, J. & Rudloff, B., 2021, In: Electronic Journal of Statistics. 15, 1, p. 1034 - 1084Publication: Scientific journal › Journal article › peer-review
Open AccessFile52 Downloads (Pure) -
Set-valued measures of systemic risk and central clearing counterparty
Hlavinova, J., 2016Publication: Thesis › Master's thesis
Activities
- 13 Science to science
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Elicitability of set-valued functions
Hlavinova, J. (Speaker)
5 Jul 2022Activity: Talk or presentation › Science to science
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Elicitability of set-valued functionals
Hlavinova, J. (Speaker)
15 Sept 2021 → 19 Sept 2021Activity: Talk or presentation › Science to science
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Elicitability of set-valued functionals
Hlavinova, J. (Speaker)
1 Jun 2021 → 4 Jun 2021Activity: Talk or presentation › Science to science
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Elicitability and Identifiability of Set-valued Measures of Systemic Risk
Hlavinova, J. (Speaker)
17 Dec 2020Activity: Talk or presentation › Science to science
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Systemic intrinsic risk measures
Hlavinova, J. (Speaker)
27 Nov 2019 → 29 Nov 2019Activity: Talk or presentation › Science to science