Pages that link to "Item:Q4647288"
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The following pages link to A semi-parametric approach to risk management (Q4647288):
Displayed 11 items.
- Regular variation and probability: The early years (Q859895) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- Modelling dynamic portfolio risk using risk drivers of elliptical processes (Q1017766) (← links)
- Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
- Inference for vast dimensional elliptical distributions (Q2259103) (← links)
- Stochastic ordering of Gini indexes for multivariate elliptical risks (Q2273985) (← links)
- Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns (Q3606097) (← links)
- Semiparametric estimation in the normal variance-mean mixture model (Q4567919) (← links)
- Systematic scenario selection: stress testing and the nature of uncertainty (Q4682992) (← links)