Model Risk in Financial Markets (From Financial Engineering to Risk Management) || Probability Pitfalls of Financial Calculus
- 作者Tunaru, Radu
- 文件大小298.76KB
- 发表时间2015
- DOI10.1142/9789814663410_0007
- 页码129-155
Portfolio selection under VaR constraintsKostas Giannopoulos; Ephraim Clark; Radu Tunaru · 2005
Hedging Real Estate RiskFabozzi, Frank J; Shiller, Robert J; Tunaru, Radu S · The Journal of Portfolio Management · 2009
Dividend DerivativesTunaru, Radu · SSRN Electronic Journal · 2014
Model ApocalyptoTunaru, Radu · SSRN Electronic Journal · 2015
Coherent risk measures under filtered historical simulationKostas Giannopoulos; Radu Tunaru · 2005
Investment Strategies with VIX and VSTOXX FuturesStanescu, Silvia; Tunaru, Radu · SSRN Electronic Journal · 2013
Quantification of political risk with multiple dependent sourcesEphraim Clark; Radu Tunaru · 2003
Chinese equity market and the efficient frontierTunaru, Radu; Fabozzi, Frank; Wu, Tony · Applied Financial Economics Letters · 2006