Wiesbaden, Hessen 65189
EBS Universität für Wirtschaft und Recht
in Total Papers Downloads
Copula, Nonparametric Tail Dependence, Basel II, Loss Distribution Approach
Minimum Variance Portfolio, Statistical Regularization, Non-Convex Penalties
Mutual funds, Expense ratios, Price sensitivity
operational risk, risk capital, dependence modeling, zero inflation, Student's t copula, vine copula
Index tracking, Cardinality constraint, q-Norm, Regularization methods, Heuristic algorithms
Dodd-Frank Act, Hedge Funds, Performance, Regression Discontinuity Design, Difference-in-Difference Design
Hedge Funds, Replication, Portfolio Management, Index Tracking, Norm-constrained portfolios
Hedge Fund Replication, Sharpe Style Analysis, LASSO Regression, Alternative Betas
operational risk, dependence modeling, pair copula construction, loss frequencies
Index tracking, mixed integer quadratic programming, stochastic search heuristics, differential evolution, cardinality constraints
q-entropy, robust estimation, power-divergence, financial returns
Dodd-Frank Act, Private Funds, Performance, Regression Discontinuity Design
Quantile regression, l1-norm penalty, pessimistic asset allocation
minimum variance portfolio, sparsity, diversification, regularization methods
Minimum Variance portfolio, Sparsity, Diversification, Regularization Methods
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