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~language:"eng"
~person:"Giacometti, Rosella"
~subject:"Eurozone"
~subject:"Risikomaß"
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Giacometti, Rosella
McAleer, Michael
20
Caporale, Guglielmo Maria
19
Spagnolo, Fabio
12
Spagnolo, Nicola
12
Hammoudeh, Shawkat
11
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The journal of fixed income
1
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ECONIS (ZBW)
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Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
used by portfolio
managers
in portfolio construction: the marginal VaR and the marginal AVaR. We illustrate the proposed …
Persistent link: https://www.econbiz.de/10009576319
Saved in:
2
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi
;
Giacometti, Rosella
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
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