Brendan O. Bradley

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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
Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods
Quantitative Finance
2019-01-15Paper
AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS
International Journal of Theoretical and Applied Finance
2005-03-18Paper


Research outcomes over time


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