Narrow search
Showing 1 - 6 of 6
Cover Image
A satisficing approach to factor portfolio construction
Simonian, Joseph - In: Applied economics letters 22 (2015) 1/3, pp. 148-152
Persistent link: https://www.econbiz.de/10010482021
Cover Image
Robust value-at-risk : an information-theoretic approach
Simonian, Joseph; Davis, Joshua M. - In: Applied economics letters 17 (2010) 16/18, pp. 1551-1553
Persistent link: https://www.econbiz.de/10009232183
Cover Image
Incorporating uncertainty into the Black-Litterman portfolio selection model
Simonian, Joseph; Davis, Joshua M. - In: Applied economics letters 18 (2011) 16/18, pp. 1719-1722
Persistent link: https://www.econbiz.de/10009383340
Cover Image
Liquidity on the outside from the inside
Simonian, Joseph - In: Applied economics letters 18 (2011) 16/18, pp. 1591-1593
Persistent link: https://www.econbiz.de/10009383431
Cover Image
A Bayesian approach to building robust structural credit default models
Simonian, Joseph - In: Applied economics letters 18 (2011) 13/15, pp. 1397-1400
Persistent link: https://www.econbiz.de/10009348000
Cover Image
An EBIT-based variant of the Duffie-Lando credit risk model
Simonian, Joseph - In: Applied economics letters 19 (2012) 1/3, pp. 57-60
Persistent link: https://www.econbiz.de/10009412690