3 Publications
2022
The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization
Gerber, Sander⋅Markowitz, Harry M⋅Ernst, Philip A⋅Miao, Yinsen⋅Javid, Babak and Sargen, Paul
Journal of Portfolio Management, vol. 48, (no. 3), pp. 87-102, Feb 2022. | Journal Article
2018
Heavy-tailed distributions in branching process models of secondary cancerous tumors
Ernst, Philip A⋅Ernst, P.A.⋅Ernst, Philip A⋅Kimmel, Marek⋅Kimmel, Marek⋅Zhou, Q.⋅Kurpas, Monika⋅Kimmel, M.⋅Kurpas, Monika⋅Zhou, Quan⋅Zhou, Quan and Kurpas, M.
Advances in Applied Probability, vol. 50, (no. A), pp. 99-114, Dec 2018. | Journal Article
 
Stability and busy periods in a multiclass queue with state-dependent arrival rates
Ernst, Philip A⋅Asmussen, Søren and Hasenbein, John J
Queueing Systems, vol. 90, (no. 3-4), pp. 207-224, Dec 2018. | Journal Article