rneos

swMATH19310MaRDI QIDQ31140FDOQ31140

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Official website: http://www.pfaffikus.de/rneos.html

Cited In (23)

• Financial risk modelling and portfolio optimization with R
• Optimal allocation of trend following strategies
• Data-driven portfolio management with quantile constraints
• A simple and efficient method for finding the closest generalized lambda distribution to a specific model
• Linking Tukey's legacy to financial risk measurement
• vars
• urca
• gldex
• RcppDE
• nloptwrap
• gld
• ctv
• FRAPO
• cccp
• gogarch
• hydroPSO
• soma
• bda
• Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach
• An efficient estimator of the parameters of the generalized lambda distribution
• Financial risk modelling and portfolio optimization with R
• gb
• Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities

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