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~isPartOf:"Acta Universitatis Danubius / Oeconomica"
~isPartOf:"Computational economics"
~isPartOf:"The journal of computational finance"
~subject:"Risk management"
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Acta Universitatis Danubius / Oeconomica
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An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
2
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
3
A generalized risk budgeting approach to portfolio construction
Haugh, Martin B.
;
Iyengar, Garud
;
Song, Irene
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 29-60
Persistent link: https://www.econbiz.de/10011848310
Saved in:
4
Risk determination in projects : the advantages and disadvantages of stochastic methods
Lepadatu, Leonard
- In:
Acta Universitatis Danubius / Oeconomica
(
2009
)
1
,
pp. 101-110
Persistent link: https://www.econbiz.de/10003940365
Saved in:
5
Fast drift-approximated pricing in the BGM model
Pietersz, Raoul
;
Pelsser, Antoon André Jean
; …
- In:
The journal of computational finance
8
(
2004
)
1
,
pp. 93-124
Persistent link: https://www.econbiz.de/10002390575
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