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~person:"Mercuri, Lorenzo"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference paper"
~type_genre:"Mikroform"
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Mercuri, Lorenzo
Račev, Svetlozar T.
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Advances of OR in commodities and financial modeling
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Computational Management Science : CMS
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ECONIS (ZBW)
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Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
Hitaj, Asmerilda
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 71-95
Persistent link: https://www.econbiz.de/10011993423
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2
Risk parity for mixed tempered stable distributed sources of risk
Mercuri, Lorenzo
;
Roji, Edit
- In:
Advances of OR in commodities and financial modeling
,
(pp. 375-393)
.
2018
Persistent link: https://www.econbiz.de/10011871411
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