3

Value-at-Risk Bounds with Two-Sided Dependence Information

Year:
2017
Language:
english
File:
PDF, 592 KB
english, 2017
5

VaR Bounds for Joint Portfolios with Dependence Constraints

Year:
2016
Language:
english
File:
PDF, 327 KB
english, 2016
6

Risk Bounds for Factor Models

Year:
2015
Language:
english
File:
PDF, 306 KB
english, 2015
7

Value-at-Risk Bounds with Variance Constraints

Year:
2013
Language:
english
File:
PDF, 451 KB
english, 2013