Pages that link to "Item:Q1782797"
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The following pages link to A study on modeling the dynamics of statistically dependent returns (Q1782797):
Displaying 5 items.
- A note on statistical models for individual hedge fund returns (Q1028542) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- Analysing Financial Returns by Using Regression Models Based on Non-Symmetric Stable Distributions (Q4262931) (← links)
- A Stylized Model for Long-Run Index Return Dynamics (Q4555250) (← links)