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Testing the maximal rank of the volatility process for continuous diffusions observed with noise
Fissler, Tobias
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442414
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Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
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Stressing dynamic loss models
Kroell, Emma
;
Pesenti, Silvana M.
;
Jaimungal, Sebastian
- In:
Insurance : mathematics and economics
114
(
2024
),
pp. 56-78
Persistent link: https://www.econbiz.de/10015049360
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