Seyed Mohammad Sina Seyfi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Portfolio value-at-risk and expected-shortfall using an efficient simulation approach based on Gaussian mixture model
Mathematics and Computers in Simulation
2021-11-22Paper


Research outcomes over time


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