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A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti; Borenstein, Denis - In: Finance research letters 24 (2018), pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
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Comparison of risk forecasts for cryptocurrencies : a focus on Range Value at Risk
Müller, Fernanda Maria; Santos, Samuel Solgon; … - In: Finance research letters 48 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013463260
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Comparative analysis of risk measures for optimal hedge ratio determination
Müller, Fernanda Maria; Spindler, Leonardo Teixeira; … - In: Finance research letters 75 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015407284
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Can AI beat a naive portfolio? : an experiment with anonymized data
Perlin, Marcelo Scherer; Foguesatto, Cristian Rogério; … - In: Finance research letters 78 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015418006
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Performance comparison of multifractal techniques and artificial neural networks in the construction of investment portfolios
Oliveira, Alexandre Silva de; Ceretta, Paulo Sergio; … - In: Finance research letters 55 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014472961