Pages that link to "Item:Q4791734"
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The following pages link to Approximating Large Diversified Portfolios (Q4791734):
Displaying 6 items.
- VaR: exchange rate risk and jump risk (Q544463) (← links)
- Analytical VaR for international portfolios with common jumps (Q662223) (← links)
- Large portfolio allocation using high-frequency financial data (Q1782099) (← links)
- Large scale portfolio selection with synergies (Q2017642) (← links)
- Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
- Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market (Q4610218) (← links)