Pages that link to "Item:Q1994618"
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The following pages link to A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618):
Displaying 12 items.
- Learning rates for kernel-based expectile regression (Q669274) (← links)
- Dynamic portfolio insurance strategies: risk management under Johnson distributions (Q1615814) (← links)
- Robustness of stable volatility strategies (Q1657466) (← links)
- An SVM-like approach for expectile regression (Q1658446) (← links)
- Risk management of time varying floors for dynamic portfolio insurance (Q1744530) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies (Q2161059) (← links)
- ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES (Q5010069) (← links)
- MULTIPLIER OPTIMIZATION FOR CONSTANT PROPORTION PORTFOLIO INSURANCE (CPPI) STRATEGY (Q5114681) (← links)
- An elastic-net penalized expectile regression with applications (Q5861466) (← links)
- Time-invariant portfolio strategies in structured products with guaranteed minimum equity exposure (Q6581550) (← links)
- Flexible Expectile Regression in Reproducing Kernel Hilbert Spaces (Q6622403) (← links)
