Pages that link to "Item:Q957015"
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The following pages link to Finding the relevant risk factors for asset pricing (Q957015):
Displaying 4 items.
- Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process (Q956526) (← links)
- Applications of optimization heuristics to estimation and modelling problems (Q957002) (← links)
- Dynamic risk exposures in hedge funds (Q1927132) (← links)
- Heuristic optimisation in financial modelling (Q1931632) (← links)