Pages that link to "Item:Q2477676"
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The following pages link to MaxVaR with non-Gaussian distributed returns (Q2477676):
Displaying 5 items.
- On distributional robust probability functions and their computations (Q297175) (← links)
- Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177) (← links)
- Equilibrium approach of asset pricing under Lévy process (Q2253386) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)