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Fast methods for large-scale non-elliptical portfolio optimization
Paolella, Marc S., (2014)
Simulating the market coefficient of relative risk aversion
Azar, Samih Antoine, (2014)
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob, (2016)
Liquidty Analysis of Government Securities in the Secondary Market and Recommendations for its Improvement.
KARA, Mahmut, (2012)
Nonparametric estimation in [alpha]-series processes
Aydogdu, Halil, (2012)
Price and volatility forecasting in electricity with support vector regression and random forest
Kara, Mahmut, (2021)