Pages that link to "Item:Q2673808"
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The following pages link to Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808):
Displaying 3 items.
- Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (Q1945088) (← links)
- Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
- Portfolio optimization with relative tail risk (Q6644371) (← links)