Search Results - "Copulas"

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  1. 1
    The flight-to-quality effect: a copula-based analysis

    The flight-to-quality effect: a copula-based analysis by Durand, Robert, Junker, M., Szimayer, A.

    Published 2010
    Subjects: “…Copulas…”
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  2. 2
    International portfolio optimisation under uncertainty

    International portfolio optimisation under uncertainty by Chatsanga, Nonthachote

    Published 2017
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  3. 3
    Value at Risk: a Trade-off between Accuracy and Computational Time

    Value at Risk: a Trade-off between Accuracy and Computational Time by Santacruz, Guillaume

    Published 2009
    Subjects: “…Value at risk; Monte Carlo simulation; Bootstrapping; Accuracy versus time of computation; Copulas; Fourier's transform; Historical simulation; Vba program; Excel; True random numbers; Graphical Processor Unit.…”
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  4. 4
    On the study of extremes with dependent random right-censoring

    On the study of extremes with dependent random right-censoring by Stupfler, Gilles

    Published 2019
    Subjects: Get full text

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