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Search: subject:"variance-covariance"
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Regularized robust strategic asset allocation under stochastic
variance-covariance
of asset returns
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549549
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2
Portfolio optimization with VaR approach : a comparative analysis for Japan, London, New York and India
Bhatia, Parul
;
Gupta, Priya
- In:
Theoretical and applied economics : GAER review
27
(
2020
)
4/625
,
pp. 245-262
Persistent link: https://www.econbiz.de/10012692462
Saved in:
3
A test for joint market efficiency from an investor’s perspective
Viswanathan, Lakshmi
;
Maheswaran, S.
;
Balasubramanian, G.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1518-1533
Persistent link: https://www.econbiz.de/10012104496
Saved in:
4
Forecasting the impact of information security breaches on stock market returns and VaR backtest
Colivicchi, Ilaria
;
Vignaroli, Riccardo
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 402-454
Persistent link: https://www.econbiz.de/10012210337
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5
Applying three VaR approaches in measuring market risk of stock portfolio : the case study of VN-30 stock basket in HOSE
Nguyen Quang Thinh
;
Vo Thi Quy
- In:
Journal of economic development
24
(
2017
)
2
,
pp. 90-113
Persistent link: https://www.econbiz.de/10011804846
Saved in:
6
Value-at-risk estimation of foreign exchange rate risk in India
Swami, Onkar Shivraj
;
Pandey, Santosh Kumar
;
Pancholy, …
- In:
Asia-Pacific journal of management research and …
12
(
2016
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011559372
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