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Probabilistic constrained optimization : methodology and applications
Uryasev, Stan (ed.) - 2000
Persistent link: https://www.econbiz.de/10001510446
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Portfolio analysis with symmetric stable Paretian returns
Gamba, Andrea - In: Current topics in quantitative finance : with 23 tables, (pp. 48-69). 1999
Persistent link: https://www.econbiz.de/10001442910
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A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice (contributor) - 2000
Persistent link: https://www.econbiz.de/10001464105
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Estimation of a linear Gaussian model
Danesi, Vladimir; Genon-Catalot, Valentine; Laurent, … - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 41-69
Persistent link: https://www.econbiz.de/10001476773
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A new framework for the evaluation of market and credit risk
Kokic, Philip; Breckling, Jens; Eberlein, Ernst - In: Datamining und computational finance : Ergebnisse des …, (pp. 51-67). 2000
Persistent link: https://www.econbiz.de/10001484266
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Portfolio management with stable distributions
Račev, Svetlozar T.; Han, Seonkoo - In: Mathematical methods of operations research 51 (2000) 2, pp. 341-352
Persistent link: https://www.econbiz.de/10001488325
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Portfolio diversification effects and regular variation in financial data
Hyung, Namwon; Vries, Casper G. de - 2001
Persistent link: https://www.econbiz.de/10001594653
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Optimal portfolio selection with consumtion and nonlinear integro-differential equations with gradient constraint : a viscosity solution approach
Benth, Fred Espen; Karlsen, Kenneth Hvistendahl; … - In: Finance and stochastics 5 (2001) 3, pp. 275-303
Persistent link: https://www.econbiz.de/10001599263
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The Cornish-Fisher expansion in the context of delta-gamma-normal approximations
Jaschke, Stefan R. - 2001
Persistent link: https://www.econbiz.de/10001606221
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A note on portfolio management under non-Gaussian logreturns
Benth, Fred Espen; Hvistendahl Karlsen, Kenneth; … - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 711-731
Persistent link: https://www.econbiz.de/10001612203