Narrow search
Showing 1 - 2 of 2
Cover Image
Testing opvar accuracy : an empirical back-testing on the loss distribution approach
Feria-Domínguez, José Manuel; Jiménez-Rodríguez, … - 2012
Persistent link: https://www.econbiz.de/10009785749
Cover Image
A robust ordered weighted averaging loss model for portfolio optimization
Benati, Stefano; Sánchez Conde, Eduardo - In: Computers & operations research : an international journal 167 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014566418