The following pages link to (Q3417687):
Displaying 13 items.
- Stable mixture GARCH models (Q528154) (← links)
- Stochastic models for risk estimation in volatile markets: a survey (Q993727) (← links)
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (Q1945088) (← links)
- Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347) (← links)
- Asymptotic multivariate dominance: a financial application (Q2404182) (← links)
- A Black–Litterman asset allocation model under Elliptical distributions (Q4683054) (← links)
- Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise (Q4989148) (← links)
- Multi-modal tempered stable distributions and prosses with applications to finance (Q5077485) (← links)
- Estimating the tail conditional expectation of Walmart stock data (Q5147650) (← links)
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables (Q5964620) (← links)
- Portfolio optimization with asset preselection using data envelopment analysis (Q6100687) (← links)
- Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249) (← links)
