Narrow search
Showing 1 - 2 of 2
Cover Image
Bond portfolio optimization : a risk-return approach
Korn, Olaf; Koziol, Christion - In: The journal of fixed income 15 (2006) 4, pp. 48-60
Persistent link: https://www.econbiz.de/10003339406
Cover Image
Value-at-risk bounds for multivariate heavy tailed distribution : an application to the Glosten-Jagannathan-Runkle generalized autoregressive conditional heteroscedasticity model
Gammoudi, Imed; El Ghourabi, Mohamed; Belkacem, Lotfi - In: The journal of risk model validation 10 (2016) 3, pp. 49-68
Persistent link: https://www.econbiz.de/10011587684