Pages that link to "Item:Q4647593"

The following pages link to Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (Q4647593):

Displayed 8 items.

• On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws (Q287404) ‎ (← links)
• Cluster analysis for portfolio optimization (Q844576) ‎ (← links)
• Portfolio diversification under local and moderate deviations from power laws (Q998273) ‎ (← links)
• Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) ‎ (← links)
• Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility (Q4555071) ‎ (← links)
• A new approach to fitting the three-parameter Weibull distribution: An application to glass ceramics (Q5078555) ‎ (← links)
• Semi-parametric expected shortfall forecasting in financial markets (Q5106839) ‎ (← links)
• Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) ‎ (← links)