Pages that link to "Item:Q5123417"
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The following pages link to Nonparametric estimation of value-at-risk (Q5123417):
Displayed 5 items.
- Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
- A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
- Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453) (← links)
- Estimation of value-at-risk using single index quantile regression (Q5034184) (← links)
- A robust statistical approach to select adequate error distributions for financial returns (Q5138523) (← links)