Pages that link to "Item:Q993727"
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The following pages link to Stochastic models for risk estimation in volatile markets: a survey (Q993727):
Displaying 22 items.
- Portfolio optimization under loss aversion (Q322671) (← links)
- Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model (Q475247) (← links)
- Analysis of market weights under volatility-stabilized market models (Q549872) (← links)
- Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (Q1698300) (← links)
- Efficient algorithms for heavy-tail analysis under interval uncertainty (Q1761865) (← links)
- From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital (Q2275826) (← links)
- Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- Asymptotic analysis of simultaneous damages in spatial Boolean models (Q2449392) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- (Q3071558) (← links)
- MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (Q4372033) (← links)
- From Mean and Median Income to the Most Adequate Way of Taking Inequality into Account (Q4558824) (← links)
- Анализ высоковолатильных рынков с использованием метода Берга и фильтров Чебышева II рода и статистическое моделирование риска убыточнос (Q4960016) (← links)
- (Q5120585) (← links)
- (Q5120587) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- Computational aspects of portfolio risk estimation in volatile markets: a survey (Q5881677) (← links)
- Stochastic volatility in financial markets. Crossing the bridge to continuous time (Q5934086) (← links)
- Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility (Q6556122) (← links)
- Research on portfolio optimization under asymmetric power-law distribution of return tail (Q6571812) (← links)
- Multi-asset portfolio model optimization based on mean multifractal detrended cross correlation analysis (Q6668674) (← links)
