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Results 1-10 of 14.
Year of PublicationTitleAuthor(s)
2016Credit scoring by fuzzy support vector machines with a novel membership function
In: volume: 9, 2016, issue: 4, p. 1-10
Shi, Jian; Xu, Benlian
2016The determinants of equity risk and their forecasting implications: A quantile regression perspective
In: volume: 9, 2016, issue: 3, p. 1-25
Bonaccolto, Giovanni; Caporin, Massimiliano
2016Portfolios dominating indices: Optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfolios
In: volume: 9, 2016, issue: 4, p. 1-14
Keçeci, Neslihan Fidan; Kuzmenko, Viktor; Uryasev, Stan
2016On setting day-ahead equity trading risk limits
In: volume: 9, 2016, issue: 3, p. 1-20
Fuertes, Ana-Maria; Olmo, Jose
2016Application of vine copulas to credit portfolio risk modeling
In: volume: 9, 2016, issue: 2, p. 1-15
Geidosch, Marco; Fischer, Matthias
2016Probability of default and default correlations
In: volume: 9, 2016, issue: 3, p. 1-19
Li, Weiping
2016VaR and CVaR implied in option prices
In: volume: 9, 2016, issue: 1, p. 1-6
Adesi, Giovanni Barone
2016Down-side risk metrics as portfolio diversification strategies across the global financial crisis
In: volume: 9, 2016, issue: 2, p. 1-18
Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2016Revisiting structural modeling of credit risk: Evidence from the credit default swap (CDS) market
In: volume: 9, 2016, issue: 2, p. 1-20
Huang, Zhijian; Luo, Yuchen
2016Humanizing finance by hedging property values
In: volume: 9, 2016, issue: 2, p. 1-11
Roig Hernando, Jaume