Pages that link to "Item:Q1041011"
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The following pages link to Efficient risk simulations for linear asset portfolios in the \(t\)-copula model (Q1041011):
Displaying 13 items.
- \(t\)-Copula generation for control variates (Q622215) (← links)
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
- Efficient simulations for a Bernoulli mixture model of portfolio credit risk (Q1703543) (← links)
- Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
- Efficient algorithms for tail probabilities of exchangeable lognormal sums (Q2157423) (← links)
- Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm (Q2255953) (← links)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) (← links)
- Single-index importance sampling with stratification (Q2684956) (← links)
- Increasing the number of inner replications of multifactor portfolio credit risk simulation in the t-copula model (Q3068190) (← links)
- Importance Sampling and Stratification for Copula Models (Q4611794) (← links)
- Optimally stratified importance sampling for portfolio risk with multiple loss thresholds (Q5746726) (← links)
- Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
