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Dynamic financial analysis for multinational insurance companies
Mulvey, John M.; Pauling, Bill; Britt, Stephen; Morin, … - 2007
Persistent link: https://www.econbiz.de/10003523275
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Applying CVaR for decentralized risk management of financial companies
Mulvey, John M.; Erkan, Hafize G. - In: Journal of banking & finance 30 (2006) 2, pp. 627-644
Persistent link: https://www.econbiz.de/10003291336
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Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
Mulvey, John M.; Sun, Yifan; Wang, Mengdi; Ye, Jing - In: Quantitative finance 20 (2020) 8, pp. 1239-1261
Persistent link: https://www.econbiz.de/10012262660
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Applying CVaR for decentralized risk management of financial companies
Mulvey, John M.; Erkan, Hafize G. - In: Journal of banking & finance 30 (2006) 2, pp. 627-644
Persistent link: https://www.econbiz.de/10005878624