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Robust value-at-risk: an infor...
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Davis, Joshua M.
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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
Saved in:
2
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
Saved in:
3
The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes
Simonian, Joseph
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1767-1768
Persistent link: https://www.econbiz.de/10009232146
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4
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
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5
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
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6
A formal methodology for aggregating multiple market views
Simonian, Joseph
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1175-1179
Persistent link: https://www.econbiz.de/10009625383
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7
Mind the tails! : anticipatory risk management for target-date strategies
Simonian, Joseph
- In:
Journal of risk
13
(
2010/11
)
3
,
pp. 45-54
Persistent link: https://www.econbiz.de/10008935694
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8
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
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9
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
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10
Investment decisions under almost complete causal ignorance
Simonian, Joseph
- In:
The journal of portfolio management : JPM
49
(
2022
)
1
,
pp. 33-38
Persistent link: https://www.econbiz.de/10014232169
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