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Recursive Portfolio Selection with Decision Trees
Andriyashin, Anton, (2008)
INTERGENERATIONAL RISK SHARING BY MEANS OF PAY-AS-YOU-GO PROGRAMS - AN INVESTIGATION OF ALTERNATIVE MECHANISMS
Thøgersen, Øystein, (2006)
Portfolio Value at Risk Based on Independent Components Analysis
Chen, Ying, (2005)
Asymptotic properties of the maximum likelihood an non-linear least squares estimators for noninvertible moving average models
Tanaka, Katsuto, (1987)
The Analytics of Risk Model Validation.
Christodoulakis, George A., (2007)
Linear Factor Models in Finance.
Knight, John, (2004)