Works matching IS 21931402 AND DT 2018 AND VI 35 AND IP 1/2
Results: 5
Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading.
- Published in:
- Statistics & Risk Modeling, 2018, v. 35, n. 1/2, p. 1, doi. 10.1515/strm-2017-0001
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- Article
Optimal expected utility risk measures.
- Published in:
- Statistics & Risk Modeling, 2018, v. 35, n. 1/2, p. 73, doi. 10.1515/strm-2017-0027
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- Article
EM algorithm for Markov chains observed via Gaussian noise and point process information: Theory and case studies.
- Published in:
- Statistics & Risk Modeling, 2018, v. 35, n. 1/2, p. 51, doi. 10.1515/strm-2017-0021
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- Article
Distortion risk measures, ROC curves, and distortion divergence.
- Published in:
- Statistics & Risk Modeling, 2018, v. 35, n. 1/2, p. 35, doi. 10.1515/strm-2017-0012
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- Publication type:
- Article
On risk measuring in the variance-gamma model.
- Published in:
- Statistics & Risk Modeling, 2018, v. 35, n. 1/2, p. 23, doi. 10.1515/strm-2017-0008
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- Article