Estimating allocations for value-at-risk portfolio optimization (Q1028529): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4586566 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Asymptotic Expansions of Cornish-Fisher Type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5615833 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new distribution-free quantile estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Kernel-Type Estimator of a Quantile Function From Right-Censored Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-parameter decision models and rank-dependent expected utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Safety First and the Holding of Assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2892811 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A synthesis of risk measures for capital adequacy / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dual Theory of Choice under Risk / rank
 
Normal rank

Latest revision as of 17:51, 1 July 2024

scientific article
Language Label Description Also known as
English
Estimating allocations for value-at-risk portfolio optimization
scientific article

    Statements

    Identifiers