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Publications by Edit Rroji
Risk Parity for Mixed Tempered Stable Distributed Sources of Risk
Annals of Operations Research
Management Science
Decision Sciences
Operations Research
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Second-Order Risk of Alternative Risk Parity Strategies
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A Modified Risk Parity Method for Asset Allocation
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The Sources of Risk
Asbestos-Tempered Ceramics: Sources and Problems
Computation of Greeks for Asset Price Dynamics Driven by Stable and Tempered Stable Processes
Quantitative Finance
Economics
Econometrics
Finance
Risk Measurement for Portfolio Credit Risk Based on a Mixed Poisson Model
Discrete Dynamics in Nature and Society
Modeling
Simulation
Exact Simulation for a Class of Tempered Stable and Related Distributions
ACM Transactions on Modeling and Computer Simulation
Modeling
Computer Science Applications
Simulation
Asymptotically Stable Dynamic Risk Assessments
SSRN Electronic Journal
Risk Prioritisation of Stormwater Pollutant Sources
Water Research
Waste Management
Civil
Disposal
Structural Engineering
Technology
Ecological Modeling
Environmental Engineering
Water Science
Pollution
