rneos
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Related Items (9)
An efficient estimator of the parameters of the generalized lambda distribution ⋮ Optimal allocation of trend following strategies ⋮ Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach ⋮ Linking Tukey's legacy to financial risk measurement ⋮ Unnamed Item ⋮ A simple and efficient method for finding the closest generalized lambda distribution to a specific model ⋮ Data-driven portfolio management with quantile constraints ⋮ Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities ⋮ Financial Risk Modelling and Portfolio Optimization with R
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