현상

포트폴리오 위험

4편 · 2023 2편, 2024 2편

The Risk of Expected Utility Under Parameter Uncertainty
MS · 2024 · 인용 32 · Nathan Lassance, Alberto Martín-Utrera, Majeed Simaan
Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions
MS · 2024 · 인용 6 · Wenjia Wang, Yanyuan Wang, Xiaowei Zhang
Recovering Implied Volatility
MS · 2023 · 인용 4 · Ohad Kadan, Fang Liu, Xiaoxiao Tang
A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data
MS · 2023 · 인용 4 · Liyuan Cui, Yongmiao Hong, Yingxing Li 외