Pages that link to "Item:Q2431780"
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The following pages link to On Bayesian value at risk: from linear to non-linear portfolios (Q2431780):
Displaying 11 items.
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Regularizing portfolio risk analysis: a Bayesian approach (Q1707049) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures (Q2227445) (← links)
- Bayesian Value-at-Risk with product partition models (Q2869966) (← links)
- Bayesian estimation and statistical analysis of risk measurements (Q3306293) (← links)
- Bayesian estimation of value at risk measure under exponential-Gamma models (Q3462853) (← links)
- Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
- Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← links)
- The use of Jeffreys priors for the Student-<i>t</i>distribution (Q5300796) (← links)
- Quantitative reverse stress testing, bottom up (Q6101078) (← links)