Pages that link to "Item:Q5123417"

The following pages link to Nonparametric estimation of value-at-risk (Q5123417):

Displaying 18 items.

• Nonparametric estimation of operational value-at-risk (OpVaR) (Q343993) (← links)
• How to estimate the value at risk under incomplete information (Q847172) (← links)
• Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
• Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
• Probability-unbiased Value-at-Risk estimators (Q2869965) (← links)
• Nonparametric Risk Management With Generalized Hyperbolic Distributions (Q3071150) (← links)
• A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
• Nonparametric estimation of production risk and risk preference functions (Q3573031) (← links)
• (Q3609343) (← links)
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
• A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
• (Q4709643) (← links)
• Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453) (← links)
• Estimation of value-at-risk using single index quantile regression (Q5034184) (← links)
• A robust statistical approach to select adequate error distributions for financial returns (Q5138523) (← links)
• Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
• Modeling long term return distribution and nonparametric market risk estimation (Q6108892) (← links)
• Uncertainty Comparison Between Value-at-Risk and Expected Shortfall (Q6122965) (← links)