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Robust value-at-risk: an infor...
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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
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3
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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4
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
Saved in:
5
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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6
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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7
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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8
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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9
Policy portfolios and portfolio characteristics
Simonian, Joseph
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 52-59
Persistent link: https://www.econbiz.de/10012433116
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10
Factor allocation as reverse attribution
Simonian, Joseph
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 65-71
Persistent link: https://www.econbiz.de/10012503366
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