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Black-Litterman and beyond : t...
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A formal methodology for aggregating multiple market views
Simonian, Joseph
- In:
Applied financial economics
22
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2012
)
13/15
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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
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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
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1/3
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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
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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
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16/18
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pp. 1767-1768
Persistent link: https://www.econbiz.de/10009232146
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Mind the tails! : anticipatory risk management for target-date strategies
Simonian, Joseph
- In:
Journal of risk
13
(
2010/11
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3
,
pp. 45-54
Persistent link: https://www.econbiz.de/10008935694
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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
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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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