Pages that link to "Item:Q4919617"
From MaRDI portal
The following pages link to THE EXPECTED SHORTFALL OF QUADRATIC PORTFOLIOS WITH HEAVY‐TAILED RISK FACTORS (Q4919617):
Displaying 4 items.
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- Multivariate elliptical truncated moments (Q2397126) (← links)
- Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871) (← links)