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Fast methods for large-scale non-elliptical portfolio optimization
Paolella, Marc S. - In: Annals of financial economics 9 (2014) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10010489123
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Density and risk prediction with non-Gaussian COMFORT models
Paolella, Marc S.; Polak, Pawel - In: Annals of financial economics 18 (2023) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10014442390
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Regime dependence of the fiscal multiplier
Mittnik, Stefan; Semmler, Willi - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 502-522
Persistent link: https://www.econbiz.de/10009698047