3

Incorporating uncertainty into the Black–Litterman portfolio selection model

Year:
2011
Language:
english
File:
PDF, 124 KB
english, 2011
4

The Paradoxes of Chemical Classification: Why `water is H2O' is Not an Identity Statement

Year:
2005
Language:
english
File:
PDF, 54 KB
english, 2005
6

Copula-opinion pooling with complex opinions

Year:
2014
Language:
english
File:
PDF, 281 KB
english, 2014
17

A satisficing approach to factor portfolio construction

Year:
2015
Language:
english
File:
PDF, 110 KB
english, 2015
18

Liquidity on the outside from the inside

Year:
2011
Language:
english
File:
PDF, 110 KB
english, 2011
20

Liabilities – a multi-objective approach

Year:
2013
Language:
english
File:
PDF, 119 KB
english, 2013
21

Robust value-at-risk: an information-theoretic approach

Year:
2010
Language:
english
File:
PDF, 101 KB
english, 2010
23

A formal methodology for aggregating multiple market views

Year:
2012
Language:
english
File:
PDF, 117 KB
english, 2012
27

A Bayesian approach to building robust structural credit default models

Year:
2011
Language:
english
File:
PDF, 119 KB
english, 2011
28

New Directions in Research on STARBRIGHT Interventions

Year:
2002
Language:
english
File:
PDF, 16 KB
english, 2002
29

An EBIT-based variant of the Duffie–Lando credit risk model

Year:
2012
Language:
english
File:
PDF, 127 KB
english, 2012