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