Showing 1 - 10 of 25,493
Persistent link: https://www.econbiz.de/10009301116
Persistent link: https://www.econbiz.de/10012508320
Persistent link: https://www.econbiz.de/10012490506
The situation of a limited availability of historical data is frequently encountered in portfolio risk estimation …, especially in credit risk estimation. This makes it, for example, difficult to find temporal structures with statistical …-portfolio specific volatility indices called portfolio risk drivers. The dynamics of the risk drivers are modelled by multiplicative …
Persistent link: https://www.econbiz.de/10003477096
Persistent link: https://www.econbiz.de/10009517641
The situation of a limited availability of historical data is frequently encountered in portfolio risk estimation …, especially in credit risk estimation. This makes it, for example, difficult to find temporal structures with statistical …-portfolio specific volatility indices called portfolio risk drivers. The dynamics of the risk drivers are modelled by multiplicative …
Persistent link: https://www.econbiz.de/10012989295
The aim of this paper is to find optimal portfolio strategies for an n-stock extension of the stochastic volatility …
Persistent link: https://www.econbiz.de/10013155780
Persistent link: https://www.econbiz.de/10012612441
Persistent link: https://www.econbiz.de/10012105651
Persistent link: https://www.econbiz.de/10012004394