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Managing infrastructure tail risks in equity portfolios
Chakkalakal, Louis; Hommel, Ulrich - In: Essays on portfolio optimization and infrastructure …, (pp. 86-114). 2018
Persistent link: https://www.econbiz.de/10012111697
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Sparsity analysis of energy price forecasting
Chen, Shi - In: Econometric measures of financial risk in high dimensions, (pp. 37-62). 2017
Persistent link: https://www.econbiz.de/10011913345
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Inflation co-movement across countries in multi-maturity term structure: an arbitrage-free approach
Chen, Shi - In: Econometric measures of financial risk in high dimensions, (pp. 63-89). 2017
Persistent link: https://www.econbiz.de/10011913346
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Bounds for concave distortion risk measures for sums of risks
Campana, Antonella; Ferretti, Paola - In: Mathematical and statistical methods in insurance and …, (pp. 43-51). 2008
Persistent link: https://www.econbiz.de/10003837114