Pages that link to "Item:Q614629"
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The following pages link to Accounting for risk of non linear portfolios. A novel Fourier approach (Q614629):
Displaying 3 items.
- Efficient VaR and expected shortfall computations for nonlinear portfolios within the delta-gamma approach (Q278288) (← links)
- On a nonlinear risk analysis for stock market indexes (Q2454821) (← links)
- Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← links)
