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Document Title Author Issue Date
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimiz.. [Gao, Jianjun][Li, Duan][Zhou, Ke][Cao, Xiren] 3-2-2014
Forecasting and Decomposition of Portfolio Credi.. [Poon, Ser-Huang][Lee, Yongwoong] 3-1-2014
Combining Forecasts with Missing Data: Making Us.. [Winker, Peter][Fastrich, Bjorn] 2-17-2014
Convex Risk Measures: Basic Facts, Law-invarianc.. [Follmer, Hans][Knispel, Thomas] 2-11-2014
Modelling Extreme Market Risk of Polish Banks.. [Lupinski, Marcin] 2-6-2014
Downside Risk and Portfolio Diversification in t.. [Hammoudeh, Shawkat][Santos, Paulo Araujo][Liu, Tengdong] 2-2-2014
Robust Tracking Error Portfolio Selection with W.. [Sun, Jie][Yang, Xiaoguang][Ling, Aifan] 2-2-2014
Estimation of Risk Measures in Energy Portfolios.. [Jaschke, Stefan R.] 2-2-2014
Value at Risk of Non-Normal Portfolios [Perote, Javier] 1-26-2014
The Impact of Systemic Risk on the Diversificati.. [Dacorogna, Michel][Kratz, Marie][Busse, Marc] 1-4-2014
Mean-ETL Optimization of a Global Portfolio [Rachev, Svetlozar][Shao, Barret Pengyuan] 1-1-2014
A Measuring Approach of Portfolio's VaR Base.. [Wang, Ping] 12-30-2013
Empirical Analysis on Future-Cash Arbitrage Risk.. [Chen, Rongda][Li, Cong][Wang, Weijin][Wang, Ze] 12-29-2013
Forecasting Portfolio Risk Estimation by Using G.. [Azizan, Noor Azlinna][Kuang, Lee Chia][Ahmed, Zeenat] 12-25-2013
Concentration Risk Model for Greek Bank's Cr.. [Lefcaditis, Constantinos][Tsamis, Anastasios][Leventides, John] 12-25-2013
Optimal and Investable Portfolios: An Empirical .. [Al Janabi, Mazin] 12-14-2013
A New Wavelet Regression Based Approach That Cal.. [Yilmaz, Tarik][Genc, Asir] 12-13-2013
Optimally Stratified Importance Sampling for Por.. [Hörmann, Wolfgang][Sak, Halis][Basoglu, Ismail] 11-25-2013
A Kernel Density Estimation-Maximum Likelihood A.. [Watada, Junzo] 11-13-2013
Improved Estimation of the Covariance Matrix of .. [Ledoit, Olivier][Wolf, MIchael] 10-8-2013
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