Narrow search
Showing 1 - 4 of 4
Cover Image
How to keep your portfolio close in risk and diversification to a desired benchmark
Arratia, Argimiro; Gzyl, Henryk; Mayoral, Silvia - In: Computational economics 64 (2024) 3, pp. 1489-1505
Persistent link: https://www.econbiz.de/10015143936
Cover Image
Semiparametric estimation of dynamic conditional expected shortfall models
Escanciano, Juan Carlos; Mayoral, Silvia - In: International journal of monetary economics and finance 1 (2008) 2, pp. 106-120
Persistent link: https://www.econbiz.de/10003822450
Cover Image
A numerical approach to the risk capital allocation problem
Gzyl, Henryk; Mayoral, Silvia - In: Journal of risk 23 (2021) 5, pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Cover Image
Using a hedging network to minimize portfolio risk
Mayoral, Silvia; Moreno, David; Zareei, Abalfazl - In: Finance research letters 44 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10014494757