Portfolio Optimization with Second-Order Stochastic Dominance Constraints and Portfolios Dominating Indices

Expanding portfolio diversification through cluster analysis beyond traditional volatility

Схоже за: Financial Risk and Volatility Modeling · Insurance and Financial Risk Management

Generating VaR Scenarios under Solvency II with Product Beta Distributions

Схоже за: Financial Risk and Volatility Modeling · Risk and Portfolio Optimization

New copulas based on general partitions-of-unity (part III) — the continuous case

Схоже за: Financial Risk and Volatility Modeling · Risk and Portfolio Optimization

Statistical Analysis of the Sharpe Ratio for the Minimum Value-at-Risk Portfolio

Схоже за: Financial Risk and Volatility Modeling · Risk and Portfolio Optimization

ON MEAN–VARIANCE HEDGING UNDER PARTIAL OBSERVATIONS AND TERMINAL WEALTH CONSTRAINTS

Схоже за: Financial Risk and Volatility Modeling · Risk and Portfolio Optimization

CONSTRUCTION AND APPLICATION OF THE CLASSIFICATION SCHEME OF DYNAMIC RISK MEASURES ESTIMATING

Схоже за: Financial Risk and Volatility Modeling · Risk and Portfolio Optimization