Results 61 to 70 of about 145 (95)

On risk minimizing strategies for default-free bond portfolio immunization

, 2004
M. Kaluszka, Alina Kondratiuk-Janyska
semanticscholar   +1 more source

Generalized duration measures in a risk immunization setting. Implementation of the Heath–Jarrow–Morton model

, 2006
Alina Kondratiuk-Janyska, M. Kaluszka
semanticscholar   +1 more source

Sparse long-only Markowitz portfolio optimization. [PDF]

J Appl Stat
Qian T.
europepmc   +1 more source

Nonparametric Inference of Conditional Expectile Functions in Large-Scale Time Series Data With Improved Efficiency. [PDF]

J Time Ser Anal
Zhang F, Zhong PS.
europepmc   +1 more source

Parametric estimation of quantile versions of Zenga and D inequality curves: methodology and application to Weibull distribution. [PDF]

J Appl Stat
Pia̧tek S.
europepmc   +1 more source

Bayesian semi-parametric approaches to normal/independent and elliptical distributions. [PDF]

J Appl Stat
Sillero-Denamiel MR, Marín JM, Ramírez-Cobo P, Ruggeri F, Wiper MP.   +4 more
europepmc   +1 more source

A Class of Structured High-Dimensional Dynamic Covariance Matrices. [PDF]

Commun Math Stat
Yang J, Lian H, Zhang W.
europepmc   +1 more source

Local-Median Method of Forecasting for Regression Time Series under Outliers

, 2013
Kharin, Yu., Maevskiy, V.
core  

Assessment of Information Asymmetry

, 2014
Mateev, P., Christozov, D.
core  

Extraction of Fraud Schemes from Trade Series

, 2014
Noncheva, Veska, Moussas, Charalambos
core