Pages that link to "Item:Q1751938"

The following pages link to Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938):

Displaying 9 items.

• Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
• Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
• Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
• A comparison of tail dependence estimators (Q2178099) (← links)
• Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets (Q2219623) (← links)
• International capital asset pricing model: the case of asymmetric information and short-sale (Q2288899) (← links)
• The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
• Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric (Q6085747) (← links)
• Optimal multivariate financial decision making (Q6107002) (← links)