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Publications by Dries Heyman

Risk Management of a Bond Portfolio Using Options

Insurance: Mathematics and Economics

English

Managing Value-At-Risk for a Bond Using Bond Put Options

Computational Economics

Computer Science Applications

English

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Portfolio Management and Market Risk Quantification Using Neural Networks

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RISK MANAGEMENT OF EQUITY PORTFOLIO WITH LARGE SKEWNESS AND KURTOSIS USING T COPULA

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Higher Moment Portfolio Management With Downside Risk

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Value at Risk Incorporating Dynamic Portfolio Management

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Portfolio Management With Cryptocurrencies: The Role of Estimation Risk

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Portfolio Risk Management: Market Neutrality, Catastrophic Risk, and Fundamental Strength

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