Pages that link to "Item:Q2393345"
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The following pages link to Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (Q2393345):
Displaying 6 items.
- Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises (Q829159) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- Liquidity drops (Q2241086) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups (Q2449361) (← links)
- Statistical methods for decision support systems in finance: how Benford's law predicts financial risk (Q6666701) (← links)
