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Search: subject:"Matrix loss functions"
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Correlation
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Credit derivative
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Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
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Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model
Miyaoka, Etsuo
;
Noda, Kazuo
- In:
Metrika
72
(
2010
)
1
,
pp. 21-35
Persistent link: https://www.econbiz.de/10008486684
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