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Keel, Simon's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,776 |
Total
Citations
2 |
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1.
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Meucci, Attilio
SYMMYS Ardia, David
Laval University - Département de Finance et Assurance Keel, Simon
Aeris Capital AG
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25 Jan 10
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Last Revised:
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12 Jan 12
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1,184
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Entropy Pooling, Kullback-Leibler, Black-Litterman, VaR, CVaR, grid-probability pair, Monte Carlo, Gauss-Hermite polynomials, Newton-Raphson, kernel estimator
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2.
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Meucci, Attilio
SYMMYS Ardia, David
Laval University - Département de Finance et Assurance Keel, Simon
Aeris Capital AG
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13 May 11
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Last Revised:
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15 May 11
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592
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Portfolio Construction, Tactical Allocation, Entropy Pooling, Kullback-Leibler, Black-Litterman, Equilibrium Prior, Portfolios From Sorts, Ranking, Alpha, signals, Factor Models, Risk Management
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3.
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Ardia, David
Laval University - Département de Finance et Assurance Keel, Simon
Aeris Capital AG
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15 Apr 11
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Last Revised:
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06 Mar 12
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Marginal risk, generalized marginal risk, portfolio risk, value-at-risk
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4.
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Keel, Simon
Aeris Capital AG Ardia, David
Laval University - Département de Finance et Assurance
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11 Sep 09
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Last Revised:
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08 Jun 11
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Marginal Risk, Component Risk, Generalized Marginal Risk, Value-at-Risk, Expected Shortfall, Elliptical Distribution
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Records 1 -
4
of 4 matches
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