rneos
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swMATH19310MaRDI QIDQ31140FDOQ31140
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Cited In (9)
- 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
- Title not available (Why is that?)
- 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
- Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities
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