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subject:"Derivat"
subject:"Risikomaß"
~isPartOf:"Working papers"
~person:"Chlebus, Marcin"
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Risikomaß
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Chlebus, Marcin
Billio, Monica
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Frattarolo, Lorenzo
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Pelizzon, Loriana
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Caporin, Massimiliano
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Afonso, António
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Barro, Diana
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Barziy, Illya
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Central European economic journal
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E-Finanse : finansowy kwartalnik internetowy
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Equilibrium : quarterly journal of economics and economic policy
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The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
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HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
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2020
Persistent link: https://www.econbiz.de/10012322189
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