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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Escanciano, Juan Carlos"
~person:"Lim, Andrew E. B."
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
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Escanciano, Juan Carlos
Lim, Andrew E. B.
Delage, Erick
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Ban, Gah-Yi
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Machine learning and portfolio optimization
Ban, Gah-Yi
;
El Karoui, Noureddine
;
Lim, Andrew E. B.
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178
Saved in:
2
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
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