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Modeling of Mean-Value-at-Risk Investment Portfolio Optimization Considering Liabilities and Risk-Free Assets.
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- Computation, 2024, v. 12, n. 6, p. 120, doi. 10.3390/computation12060120
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- Article
Earthquake Bond Pricing Model Involving the Inconstant Event Intensity and Maximum Strength.
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- Mathematics (2227-7390), 2024, v. 12, n. 6, p. 786, doi. 10.3390/math12060786
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- Article
Using Simple Fixed-Point Iterations to Estimate Generalized Pareto Distribution Parameters.
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- IAENG International Journal of Applied Mathematics, 2024, v. 54, n. 2, p. 194
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- Article
Mechanisms of Stock Selection and Its Capital Weighing in the Portfolio Design Based on the MACD-K-Means-Mean-VaR Model.
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- Mathematics (2227-7390), 2024, v. 12, n. 2, p. 174, doi. 10.3390/math12020174
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- Article
Mean-Value-at-Risk Portfolio Optimization Based on Risk Tolerance Preferences and Asymmetric Volatility.
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- Mathematics (2227-7390), 2023, v. 11, n. 23, p. 4761, doi. 10.3390/math11234761
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- Article
Selecting and Weighting Mechanisms in Stock Portfolio Design Based on Clustering Algorithm and Price Movement Analysis.
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- Mathematics (2227-7390), 2023, v. 11, n. 19, p. 4151, doi. 10.3390/math11194151
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- Article
A Regional Catastrophe Bond Pricing Model and Its Application in Indonesia's Provinces.
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- Mathematics (2227-7390), 2023, v. 11, n. 18, p. 3825, doi. 10.3390/math11183825
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- Article
How to Price Catastrophe Bonds for Sustainable Earthquake Funding? A Systematic Review of the Pricing Framework.
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- Sustainability (2071-1050), 2023, v. 15, n. 9, p. 7705, doi. 10.3390/su15097705
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- Article
Forecasting the Effectiveness of COVID-19 Vaccination Using Vector Autoregressive with an Exogenous Variable: On the Cases of COVID-19 in Indonesia.
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- Discrete Dynamics in Nature & Society, 2023, p. 1, doi. 10.1155/2023/6285328
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- Article
Modeling Multiple-Event Catastrophe Bond Prices Involving the Trigger Event Correlation, Interest, and Inflation Rates.
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- Mathematics (2227-7390), 2022, v. 10, n. 24, p. 4685, doi. 10.3390/math10244685
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- Article
Application of Compound Poisson Process in Pricing Catastrophe Bonds: A Systematic Literature Review.
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- Mathematics (2227-7390), 2022, v. 10, n. 15, p. 2668, doi. 10.3390/math10152668
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- Article
Multiple-Trigger Catastrophe Bond Pricing Model and Its Simulation Using Numerical Methods.
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- Mathematics (2227-7390), 2022, v. 10, n. 9, p. 1363, doi. 10.3390/math10091363
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- Article