Pages that link to "Item:Q5245918"
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The following pages link to A Black–Litterman approach to correlation stress testing (Q5245918):
Displaying 4 items.
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach (Q2379691) (← links)
- Adjusting covariance matrix for risk management (Q5139262) (← links)
- Stress testing correlation matrix: a maximum empirical likelihood approach (Q5222510) (← links)
- A financially justifiable and practically implementable approach to coherent stress testing (Q5234340) (← links)