The following pages link to (Q3620499):
Displaying 5 items.
- Stochastic models for risk estimation in volatile markets: a survey (Q993727) (← links)
- Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (Q1945088) (← links)
- Skewed Kotz distribution with application to financial stock returns (Q2321788) (← links)
- Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347) (← links)
- Alternative Approximations to Value-At-Risk: A Comparison (Q2876139) (← links)
