Results 121 to 130 of about 501 (170)

Portfolio Selection Using Advanced Optimization Methods [PDF]

La selección de carteras es un área crítica de la economía financiera y las inversiones. Sin embargo, la selección óptima de carteras sigue enfrentándose a muchos retos, como la naturaleza dinámica del mercado, la incertidumbre de los acontecimientos ...
Atwi Saab, Majed, Jiang, Yifu, Olmo Badenas, José   +2 more
core  

Hybrid Fourier asymmetric-garch estimation of value at risk and expected shortfall: Empirical evidence from crude oil prices. [PDF]

Heliyon
Doabil L, Nasiru S, Iddrisu MM.
europepmc   +1 more source

The tail dependence of the carbon markets: The implication of portfolio management. [PDF]

PLoS One, 2020
Zhang F, Zhang Z.
europepmc   +1 more source

Robust Portfolio Selection with GARCH-EVT-Copula

Statistics and Application, 2018
openaire   +1 more source

Analyzing risk contagion and volatility spillover across multi-market capital flow using EVT theory and C-vine Copula. [PDF]

Heliyon
Afzal F, Pan H, Afzal F, Gul RF.
europepmc   +1 more source

Tail Risk Spillover Effects Among Four Major Cryptocurrencies: A Comparison Before and After the COVID-19 Epidemic

, 2022
Yang R, Du L.
europepmc   +1 more source

Bivariate extreme value analysis of extreme temperature and mortality in Canada, 2000-2020. [PDF]

BMC Public Health
Zhang Y, Wang K, Ren J, Liu Y, Ma F, Li T, Chen Y, Ling C.   +7 more
europepmc   +1 more source

Tail Risk Dynamics under Price-Limited Constraint: A Censored Autoregressive Conditional Fréchet Model. [PDF]

Entropy (Basel)
Xu T, Shu L, Chen Y.
europepmc   +1 more source

Extreme Value Stable Mixture Modelling with applications to South African stock market indices and exchange rate. [PDF]

Stat Optim Inf Comput
Naradh K, Chinhamu K, Chifurira R.
europepmc   +1 more source

Forecasting value-at-risk of crude oil futures using a hybrid ARIMA-SVR-POT model. [PDF]

Heliyon
Zhang C, Zhou X.
europepmc   +1 more source