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Document Title Author Issue Date
Forecasting VaR and ES of Stock Index Portfolio:.. [Wei, Yu][Zhang, Bangzheng][Yu, Jiang][Lai, Xiaodong][Peng, Zhengeng] 8-25-2014
Investment Portfolio Risk Analysis System [Piccinini, Renaud][Rockwell, Casey T.] 8-23-2014
Accelerated Portfolio Optimization with Conditio.. [Hofmann, Georg] 8-17-2014
Measuring the Risk of a Non-Linear Portfolio wit.. [Date, Paresh][Bustreo, Roberto] 8-12-2014
Upper Bounds on Value-at-Risk for the Maximum Po.. [Yuen, Robert][Stoev, Stilian] 8-11-2014
Tail Risk Hedging: Creating Robust Portfolios fo.. [Bhansali, Vineer] 7-26-2014
Efficient VaR and Expected Shortfall Computation.. [Oosterlee, Cornelis W.][Ortiz-Gracia, Luis] 7-19-2014
Fuzzy Index Tracking Portfolio Selection Model B.. [Hosseini Imeni, S.A.][Najafi, A.A.] 7-19-2014
Downside Risk, Portfolio Diversification and the.. [Hammoudeh, Shawkat][Santos, Paulo Araujo][Sarafrazi, Soodabeh] 7-17-2014
Optimal Portfolio Problem Using Entropic Value a.. [Firouzi, Hassan Omidi][Luong, Andrew] 7-5-2014
Backtesting VaR in Consideration of the Higher M.. [Chuang, Shuo-Li][Chuang, Chung-Chu][Wang, Yi-Hsien][Yeh, Tsai-Jung] 6-29-2014
Regime-dependent Robust Risk Measures with Appli.. [Chen, Zhiping][Liu, Jia] 6-7-2014
Portfolio Optimization with a Copula-Based Exten.. [Krzemienowski, Adam][Szymczyk, Sylwia] 5-26-2014
Diversification in Heavy-Tailed Portfolios: Prop.. [Mainik, Georg][Embrechts, Paul] 5-25-2014
The Long-Term Extreme Price Risk Measure of Port.. [Chen, Lei][He, Juan][Wang, Jian][Jiang, Xianglin][Chen, Xiangfeng] 4-22-2014
Portfolio Choice Problem with the Value-at-Risk .. [Zabolotskyy, Tara][Bodnar, Taras][Vitlinskyy, V.V.] 4-21-2014
Measuring Portfolio Risk Under Partial Dependenc.. [Bernard, Carole][Denuit, Michel][Vanduffel, Steven] 4-11-2014
Portfolio Choices and VaR Constraint with a Defa.. [Barucci, Emilio][Cosso, Andrea] 4-9-2014
Fuzzy Value-at-Risk and Expected Shortfall for P.. [Moussa, A. Mbairadjim][Sadefo-Kamdem, Jules][Terraza, Michel] 4-5-2014
Maximization of the Sharpe Ratio of an Asset Por.. [Bodnar, Taras][Zabolotskyy, Tara] 3-2-2014
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