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Fully Flexible Views: Theory and Practice
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Fully Flexible Views: Theory and Practice (2010)Fully Flexible Views: Theory and PracticeOption-Implied Probability Distributions and Currency Excess Returns (2006)Option-Implied Probability Di…Handbook of heavy tailed distributions in finance (2003)Handbook of heavy tailed dist…Return to RiskMetrics: The Evolution of a Standard (2001)Return to RiskMetrics: The Ev…Active portfolio management : a quantitative approach for providing superior returns and controlling risk (2000)Active portfolio management :…Asset Allocation (1991)Asset AllocationDynamic Hybrid Model for Comprehensive Risk Assessment: A Case Study of Train Derailment Due to Coupler Failure (2022)Dynamic Hybrid Model for Comp…Copula-based Black–Litterman portfolio optimization (2021)Copula-based Black–Litterman …News and subjective beliefs: A Bayesian approach to Bitcoin investments (2019)News and subjective beliefs: …MODEL UNCERTAINTY AND SCENARIO AGGREGATION (2015)MODEL UNCERTAINTY AND SCENARI…Black–Litterman Approach (2010)Black–Litterman ApproachA demystification of the Black–Litterman model: Managing quantitative and traditional portfolio construction (2000)The Intuition Behind Black-Litterman Model Portfolios (2002)Risk and Asset Allocation (2005)The Pricing of Options and Corporate Liabilities (1973)An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Risk Measures for Hedge Funds: a Cross‐sectional Approach (2007)Banking Stability Measures (2009)Extreme-quantile tracking for financial time series (2014)International Portfolio Choice and Corporation Finance: A Synthesis (1983)When Will Mean-Variance Efficient Portfolios be Well Diversified? (1992)Comparing asset pricing models: an investment perspective (2000)The Legacy of Modern Portfolio Theory (2002)Conditional value-at-risk for general loss distributions (2002)Robustness and sensitivity analysis of risk measurement procedures (2010)Stochastic Finance (2011)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Common risk factors in the returns on stocks and bonds (1993)Cryptocurrency Trading: A Comprehensive Survey (2020)Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review (2022)A Decade of Cryptocurrency Investment Literature: A Cluster-Based Systematic Analysis (2023)PORTFOLIO SELECTION* (1952)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Fundamentals of Decision Making and Priority Theory With the Analytic Hierarchy Process (2000)Application of the AHP in project management (2001)Error and uncertainty in modeling and simulation (2002)Models for construction of multivariate dependence – a comparison study (2008)Tail dependence functions and vine copulas (2009)Modelling oil price and exchange rate co-movements (2011)Displaced and Mixture Diffusions for Analytically-Tractable Smile Models (2002)Estimating option implied risk‐neutral densities using spline and hypergeometric functions (2007)A Guide to FX Options Quoting Conventions (2010)Intraday Patterns in the Cross‐section of Stock Returns (2010)PAMR: Passive aggressive mean reversion strategy for portfolio selection (2012)Moving average reversion strategy for on-line portfolio selection (2015)
this work references cited by second hop

References

  • 1991Asset Allocation496 cited
  • 2003Handbook of heavy tailed distributions in finance351 cited
  • 2000Active portfolio management : a quantitative approach for providing superior returns and controlling risk223 cited
  • 2001Return to RiskMetrics: The Evolution of a Standard174 cited
  • 2006Option-Implied Probability Distributions and Currency Excess Returns68 cited

Cited by

  • 2010Black–Litterman Approach48 cited
  • 2019News and subjective beliefs: A Bayesian approach to Bitcoin investments47 cited
  • 2021Copula-based Black–Litterman portfolio optimization43 cited
  • 2015MODEL UNCERTAINTY AND SCENARIO AGGREGATION39 cited
  • 2022Dynamic Hybrid Model for Comprehensive Risk Assessment: A Case Study of Train Derailment Due to Coupler Failure19 cited

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