In search of robust methods for multi-currency portfolio construction by value at risk (Q1732977): Difference between revisions

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+https://doi.org/10.1007/s10690-018-9260-7
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+W2901188178
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@@ Property / cites work @@
+How to estimate the value at risk under incomplete information
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Q4220711
@@ Property / cites work: Q4220711 / rank @@
+Normal rank
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+A decision rule to minimize daily capital charges in forecasting value-at-risk
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+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
+Normal rank
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+Publication:1732977