Intradaily dynamic portfolio selection (Q2445697): Difference between revisions

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+https://doi.org/10.1016/j.csda.2009.05.027
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+W1977583427
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+A spectral representation for max-stable processes
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@@ Property / cites work @@
+Portfolio selection under VaR constraints
@@ Property / cites work: Portfolio selection under VaR constraints / rank @@
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+The Wishart autoregressive process of multivariate stochastic volatility
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+Q3994411
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+An econometric analysis of nonsynchronous trading
@@ Property / cites work: An econometric analysis of nonsynchronous trading / rank @@
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+Q3524409
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+Extremal financial risk models and portfolio evaluation
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+Publication:2445697