Roberto Bustreo
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Person:5382684
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Value-at-risk for fixed-income portfolios: a Kalman filtering approach IMA Journal of Management Mathematics | 2019-06-18 | Paper |
| Measuring the risk of a non-linear portfolio with fat-tailed risk factors through a probability conserving transformation IMA Journal of Management Mathematics | 2019-06-18 | Paper |
Research outcomes over time
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