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Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry; Karabati, Selcuk; Arvanitis, Stelios - In: Journal of econometrics 206 (2018) 1, pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
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Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo; Ziegelmann, Flávio A. - In: International journal of forecasting 34 (2018) 1, pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
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"On the (Ab)use of Omega?"
Caporin, Massimiliano; Costola, Michele; Jannin, Gregory; … - In: Journal of empirical finance 46 (2018), pp. 11-33
Persistent link: https://www.econbiz.de/10012103452
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Deriving robust bayesian premiums under bands of prior distributions with applications
Sánchez-Sánchez, M.; Sordo, M. A.; Suárez-Llorens, A.; … - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 147-168
Persistent link: https://www.econbiz.de/10012105432
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New results on the distribution of discounted compound Poisson sums
Zhang, Zhehao - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 169-187
Persistent link: https://www.econbiz.de/10012105439
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Ranking distributions when only means and variances are known
Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; … - 2019
Persistent link: https://www.econbiz.de/10012159289
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Spectral measures of risk for international futures markets : a comparison of extreme value and Lévy models
Mozumder, Sharif; Choudhry, Taufiq; Dempsey, Michael - In: Global finance journal 37 (2018), pp. 248-261
Persistent link: https://www.econbiz.de/10012125354
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Instantaneous portfolio theory
Madan, Dilip B. - In: Quantitative finance 18 (2018) 8, pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
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Das Gaußsche Zinsstrukturmodell : eine Analyse auf der Basis von Wahrscheinlichkeitsverteilungen
Wilhelm, Jochen - 2000
Persistent link: https://www.econbiz.de/10008659151
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Real-time density forecasts from VARs with stochastic volatility
Clark, Todd E. - 2009
Persistent link: https://www.econbiz.de/10003844506