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Applied quantitative finance

Härdle, Wolfgang (ed.); Chen, Cathy Yi-Hsuan (ed.); … - 2017 - Third edition

Persistent link: https://www.econbiz.de/10011607343

Risk-constrained Kelly portfolios under alpha-stable laws

Wesselhöfft, Niels; Härdle, Wolfgang - In: Computational economics 55 (2020) 3, pp. 801-826

Persistent link: https://www.econbiz.de/10012223676

TENET : Tail-Event driven NETwork risk

Härdle, Wolfgang; Wang, Weining; Yu, Lining - In: Journal of econometrics 192 (2016) 2, pp. 499-513

Persistent link: https://www.econbiz.de/10011704738

Time varying quantile Lasso

Härdle, Wolfgang; Wang, Weining; Zboňáková, L. - In: Applied quantitative finance, (pp. 331-353). 2017

Persistent link: https://www.econbiz.de/10011794971

Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets

Härdle, Wolfgang; Lee, David Kuo Chuen; Nasekin, Sergey; … - In: The journal of asset management 19 (2018) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10011847640

Network quantile autoregression

Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, … - In: Journal of econometrics 212 (2019) 1, pp. 345-358

Persistent link: https://www.econbiz.de/10012303979

Financial Risk Meter for emerging markets

Ben Amor, Souhir; Althof, Michael; Härdle, Wolfgang - In: Research in international business and finance 60 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013411139

Applied Quantitative Finance : Theory and Computational Tools

Härdle, Wolfgang - 2002

problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the …, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an …

Persistent link: https://www.econbiz.de/10013523096