Xing Yan
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamic CVaR portfolio construction with attention-powered generative factor learning Journal of Economic Dynamics and Control | 2024-06-19 | Paper |
| Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement European Journal of Operational Research | 2023-11-15 | Paper |
| Capturing deep tail risk via sequential learning of quantile dynamics Journal of Economic Dynamics and Control | 2019-11-22 | Paper |
Research outcomes over time
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