Pages that link to "Item:Q482071"
From MaRDI portal
The following pages link to Portfolio risk assessment using multivariate extreme value methods (Q482071):
Displaying 8 items.
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- Modelling dynamic portfolio risk using risk drivers of elliptical processes (Q1017766) (← links)
- Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (Q1945088) (← links)
- AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS (Q4658677) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- A calibrated scenario generation model for heavy-tailed risk factors (Q5427773) (← links)
- Sub-asymptotic motivation for new conditional multivariate extreme models (Q6541814) (← links)
- Similarity-based clustering for patterns of extreme values (Q6548801) (← links)