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Modeling NYSE Composite US 100 Index with a Hybrid SOM and MLP-BP Neural Model.
- Published in:
- Journal of Risk & Financial Management, 2017, v. 10, n. 1, p. 1, doi. 10.3390/jrfm10010006
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- Article
Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors.
- Published in:
- Journal of Risk & Financial Management, 2017, v. 10, n. 1, p. 1, doi. 10.3390/jrfm10010005
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- Article
Determination of the Optimal Retention Level Based on Different Measures.
- Published in:
- Journal of Risk & Financial Management, 2017, v. 10, n. 1, p. 1, doi. 10.3390/jrfm10010004
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- Article
On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts.
- Published in:
- Journal of Risk & Financial Management, 2017, v. 10, n. 1, p. 1, doi. 10.3390/jrfm10010007
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- Article
Portfolio Optimization and Mortgage Choice.
- Published in:
- Journal of Risk & Financial Management, 2017, v. 10, n. 1, p. 1, doi. 10.3390/jrfm10010001
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- Article
Capital Structure Arbitrage under a Risk-Neutral Calibration.
- Published in:
- Journal of Risk & Financial Management, 2017, v. 10, n. 1, p. 1, doi. 10.3390/jrfm10010003
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- Article