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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David; Scaillet, Olivier - In: Journal of banking & finance 29 (2005) 4, pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David; Scaillet, Olivier - 2003
Persistent link: https://www.econbiz.de/10001807607
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David; Scaillet, Olivier - 2003
Persistent link: https://www.econbiz.de/10001812434
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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Beyond Black-Litterman : letting the data speak
Zhou, Guofu - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 36-45
Persistent link: https://www.econbiz.de/10003909565
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Portfolio optimization under asset pricing anomalies
Chou, Pin-huang; Li, Wen-Shen; Zhou, Guofu - In: Japan and the world economy : international journal of … 18 (2006) 2, pp. 121-142
Persistent link: https://www.econbiz.de/10003303126
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Financial economics
Fabozzi, Frank J.; Neave, Edwin H.; Zhou, Guofu - 2012
Financial Economics has quickly established itself as a strong and growing market. Introduction to Financial Economics by Frank Fabozzi, Edwin Neave, and Gaofu Zhou presents an introduction to basic financial ideas through a strong grounding in microeconomic theory. This calculus based text...
Persistent link: https://www.econbiz.de/10009412743
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Mean-CoAVaR optimization for global banking portfolios
Kurosaki, Tetsuo; Kim, Young Shin - In: Investment management and financial innovations 10 (2013) 2, pp. 15-20
Persistent link: https://www.econbiz.de/10010201114
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Optimal portfolio selection with and without risk-free asset
Kan, Raymond; Wang, Xiaolu; Zhou, Guofu - 2016 - Current version: March, 2016
Persistent link: https://www.econbiz.de/10011442786
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Testing multi-beta asset pricing models
Velu, Raja P.; Zhou, Guofu - In: Journal of empirical finance 6 (1999) 3, pp. 219-241
Persistent link: https://www.econbiz.de/10001426357