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~person:"Bollerslev, Tim"
~person:"Filipović, Damir"
~source:"econis"
~subject:"Risikomanagement"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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A machine learning approach to portfolio pricing and risk management for high-dimensional problems
Fernandez-Arjona, Lucio
;
Filipović, Damir
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 982-1019
Persistent link: https://www.econbiz.de/10013463383
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2
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
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3
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
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