Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #1 to #50.

A Note on the Shape of the Probability Weighting Function: Label: en
Kurtosis Maximization for Outlier Detection in GARCH Models: Label: en
Estimation and Prediction for the Modulated Power Law Process: Label: en
Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility: Label: en
The Rearrangement Algorithm of Puccetti and Rüschendorf: Proving the Convergence: Label: en
A Copula-Based Quantile Model: Label: en
A Continuous Time Model for Bitcoin Price Dynamics: Label: en
Some Critical Insights on the Unbiased Efficient Frontier à la Bodnar&Bodnar: Label: en
The Value of Information for Optimal Portfolio Management: Label: en
Bayesian Nonparametric Sparse Vector Autoregressive Models: Label: en
Approximate EM Algorithm for Sparse Estimation of Multivariate Location–Scale Mixture of Normals: Label: en
Robust Time-Varying Undirected Graphs: Label: en
A Generalized Moving Average Convergence/Divergence for Testing Semi-strong Market Efficiency: Label: en
A Single Factor Model for Constructing Dynamic Life Tables: Label: en
Inference in a Non-Homogeneous Vasicek Type Model: Label: en
Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses: Label: en
Covered Call Writing and Framing: A Cumulative Prospect Theory Approach: Label: en
Modeling Variance Risk Premium: Label: en
Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure: Label: en
Profitability vs. Attractiveness Within a Performance Analysis of a Life Annuity Business: Label: en
Provisions for Outstanding Claims with Distance-Based Generalized Linear Models: Label: en
An Evolutionary Approach to Improve a Simple Trading System: Label: en
A Network Approach to Risk Theory and Portfolio Selection: Label: en
Markov Switching GARCH Models: Filtering, Approximations and Duality: Label: en
Projecting Dynamic Life Tables Using Data Cloning: Label: en
A Generalised Linear Model Approach to Predict the Result of Research Evaluation: Label: en
The Effect of Credit Rating Events on the Emerging CDS Market: Label: en
The Effects of Credit Rating Announcements on Bond Liquidity: An Event Study: Label: en
Valuation of R&D Investment Opportunities Using the Least-Squares Monte Carlo Method: Label: en
Valuation of Collateralized Funds of Hedge Fund Obligations: A Basket Option Pricing Approach: Label: en
Modelling Asymmetric Behaviour in Time Series: Identification Through PSO: Label: en
Risk Management and Capital Allocation for Non-Life Insurance Companies: Label: en
Threshold Structures in Economic and Financial Time Series: Label: en
A Behavioural Approach to the Pricing of European Options: Label: en
A Squared Rank Assessment of the Difference Between US and European Firm Valuation Ratios: Label: en
Investment Rankings via an Objective Measure of Riskiness: A Case Study: Label: en
Portfolio Allocation Using Omega Function: An Empirical Analysis: Label: en
On the RODEO Method for Variable Selection: Label: en
Testing for Normality When the Sampled Distribution Is Extended Skew-Normal: Label: en
Stochastic Actuarial Valuations in Double-Indexed Pension Annuity Assessment: Label: en
Solvency Analysis of Defined Benefit Pension Schemes: Label: en
Time Series Clustering on Lower Tail Dependence for Portfolio Selection: Label: en
Particle Swarm Optimization for Preference Disaggregation in Multicriteria Credit Scoring Problems: Label: en
Dynamic Strategies for Defined Benefit Pension Plans Risk Management: Label: en
Bifactorial Pricing Models: Light and Shadows in Correlation Role: Label: en
Single-Name Concentration Risk Measurements in Credit Portfolios: Label: en
Fitting Financial Returns Distributions: A Mixture Normality Approach: Label: en
Firm’s Volatility Risk Under Microstructure Noise: Label: en
Dynamic Tracking Error with Shortfall Control Using Stochastic Programming: Label: en
A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option: Label: en