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A formal methodology for aggregating multiple market views
Simonian, Joseph - In: Applied financial economics 22 (2012) 13/15, pp. 1175-1179
Persistent link: https://www.econbiz.de/10009625383
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An EBIT-based variant of the Duffie-Lando credit risk model
Simonian, Joseph - In: Applied economics letters 19 (2012) 1/3, pp. 57-60
Persistent link: https://www.econbiz.de/10009412690
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A satisficing approach to factor portfolio construction
Simonian, Joseph - In: Applied economics letters 22 (2015) 1/3, pp. 148-152
Persistent link: https://www.econbiz.de/10010482021
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Liquidity on the outside from the inside
Simonian, Joseph - In: Applied economics letters 18 (2011) 16/18, pp. 1591-1593
Persistent link: https://www.econbiz.de/10009383431
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The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes
Simonian, Joseph - In: Applied economics letters 17 (2010) 16/18, pp. 1767-1768
Persistent link: https://www.econbiz.de/10009232146
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Geopolitical risk in investment research : allies, adversaries, and algorithms
Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 92-109
Persistent link: https://www.econbiz.de/10012613460
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A Bayesian approach to building robust structural credit default models
Simonian, Joseph - In: Applied economics letters 18 (2011) 13/15, pp. 1397-1400
Persistent link: https://www.econbiz.de/10009348000
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Causal uncertainty in capital markets : a robust noisy-or framework for portfolio management
Simonian, Joseph - In: The journal of financial data science 3 (2021) 1, pp. 43-55
Persistent link: https://www.econbiz.de/10012486252
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Factor allocation as reverse attribution
Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 65-71
Persistent link: https://www.econbiz.de/10012503366
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Policy portfolios and portfolio characteristics
Simonian, Joseph - In: The journal of portfolio management : a publication of … 46 (2019) 1, pp. 52-59
Persistent link: https://www.econbiz.de/10012433116