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Nooshi, Nima's
Scholarly Papers
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Total Downloads
136 |
Total
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Nooshi, Nima Karlsruhe Institute of Technology Kim, Young Shin University of Karlsruhe Rachev, Svetlozar University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Fabozzi, Frank J. EDHEC Business School
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136
(106,565)
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Fat-tailed distribution, ARMA-GARCH, VaR. Backtesting, Marginal VaR, Risk Budgeting, Portfolio Optimization
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