Pages that link to "Item:Q2378280"
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The following pages link to Measuring the coupled risks: A copula-based CVaR model (Q2378280):
Displaying 10 items.
- Coupled projects, core imputations, and the CAPM (Q443759) (← links)
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
- NORTA for portfolio credit risk (Q2288893) (← links)
- A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
- Computation and application of copula-based weighted average quantile regression (Q2515106) (← links)
- Neural network copula portfolio optimization for exchange traded funds (Q4554457) (← links)
- (Q5011444) (← links)
- (Q5398871) (← links)