A Robust VaR Model Under Different Time Periods and Weighting Schemes

Review of Quantitative Finance and Accounting - United States
doi 10.1007/s11156-006-0010-y
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Combining Multiple Evidence From Different Properties of Weighting Schemes

1995English

Internet Demand Under Different Pricing Schemes

1999English

Cross-Country Income Mobility Comparisons Under Panel Attrition: The Relevance of Weighting Schemes

Applied Economics
EconomicsEconometrics
2011English

Toward a Different Portfolio Weighting and Diversification

JOURNAL OF FINANCE AND BANK MANAGEMENT
2019English

A Comparative Study on Term Weighting Schemes for Text Classification

Lecture Notes in Computer Science
Computer ScienceTheoretical Computer Science
2017English

A Soft Robust Model for Optimization Under Ambiguity

Operations Research
Management ScienceComputer Science ApplicationsOperations Research
2010English

Robust Airline Scheduling Under Block-Time Uncertainty

Transportation Science
CivilTransportationStructural Engineering
2011English

Physiological and Isozyme Alterations in Lettuce Seeds Under Different Conditions and Storage Periods

Journal of Seed Science
AgronomyCrop Science
2016English

From Text to Images: Weighting Schemes for Image Retrieval

Journal of Multimedia
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy