المؤلفون: Mahony, Aidan O, Zeidan, Gil, Hanzon, Bernard, Popovici, Emanuel

المصدر: 2023 IEEE 66th International Midwest Symposium on Circuits and Systems (MWSCAS) Circuits and Systems (MWSCAS), 2023 IEEE 66th International Midwest Symposium on. :831-835 Aug, 2023

Relation: 2023 IEEE 66th International Midwest Symposium on Circuits and Systems (MWSCAS)

المؤلفون: Ansari, Jonathan, Lütkebohmert, Eva, Neufeld, Ariel^{Aff2, IDs0078002400539z_cor3}, Sester, Julian

المصدر: Finance and Stochastics. :1-54

المؤلفون: Leite, Paulo^{Aff1, IDs10663024096142_cor1}

المصدر: Empirica: Journal of European Economics. 51(3):783-805

المؤلفون: Rehers, Sven, Lekander, Jon, Bendiek, Ansgar Bernhard

المصدر: Journal of Property Investment & Finance, 2023, Vol. 42, Issue 1, pp. 50-66.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/JPIF-07-2023-0065

المؤلفون: Nupur Gupta, Pradip Mitra, Bharath Supra

المصدر: Investment Management & Financial Innovations, Vol 20, Iss 4, Pp 99-111 (2023)

مصطلحات موضوعية: adjusted Sharpe ratio, equal risk contribution portfolio, modified Sharpe ratio, multi asset, naive portfolio, risky portfolio, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/18999/IMFI_2023_04_Gupta.pdf; https://doaj.org/toc/1810-4967; https://doaj.org/toc/1812-9358

URL الوصول: https://doaj.org/article/255f749906b94a708f994b9e9785eb37

المؤلفون: Larcher, Gerhard^Aff2

المساهمون: Larcher, Gerhard^Aff1

المصدر: The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools. :119-250

المؤلفون: Ding, Donghui, Li, Kang, Jia, Linpeng, Li, Zhongcheng, Li, Jun, Sun, Yi

المصدر: China Communications China Commun. Communications, China. 16(6):69-79 Jun, 2019

المؤلفون: Dautov, R. Z.^{Aff1, IDS1995080223010092_cor1}

المصدر: Lobachevskii Journal of Mathematics. 44(1):269-281

المؤلفون: Yao Fu, Sisi Zhou, Xin Li, Feng Rao

المصدر: AIMS Mathematics, Vol 8, Iss 5, Pp 10685-10710 (2023)

مصطلحات موضوعية: vasicek model, rainbow options, asian options, monte carlo simulation, multi-asset option, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2473-6988

URL الوصول: https://doaj.org/article/4d74a3bdb9ea4ecaad702275d8323116

المؤلفون: Chang, K.C., Tian, Zhi, Yu, Jiayang

المصدر: 2017 20th International Conference on Information Fusion (Fusion) Information Fusion (Fusion), 2017 20th International Conference on. :1-8 Jul, 2017

Relation: 2017 20th International Conference on Information Fusion (Fusion)