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Ardia, David
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Ardia, David
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Voici les éléments 1 - 10 sur 46
- PublicationAccès libre
- PublicationAccès libreProperties of the Margrabe Best-of-Two strategy to tactical asset allocation(2019)
; - PublicationAccès libreMarkov-switching GARCH models in R: The MSGARCH package(2019)
; ; - PublicationAccès libreGeneralized autoregressive score models in R: The GAS package(2019-1-1)
; - PublicationAccès libreMethods for computing numerical standard errors: Review and application to Value-at-Risk estimation(2018-7)
; ; Hoogerheide, Lennart - PublicationAccès libreDownside risk evaluation with the R package GAS(2018)
; - PublicationAccès libreForecasting risk with Markov-switching GARCH models: A large-scale performance study(2018)
; ; - PublicationAccès libreBeyond risk-based portfolios: Balancing performance and risk contributions in asset allocation(2018)
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