1 Noisy Portfolios Imre Kondor Collegium Budapest and Eötvös University SPHINX Econophysics Workshop, Oxford, 27-29 September, 2004.
The Relationship Between Exchange Rates and Stock Prices Studied in a Multivariate Model
Market Risk System Bnp Paribas
Ch12 portfolio
A robust system of portfolio margining for futures and options.
Foreign Exchange Risks International Investment. Exchange Risk Exposure Accounting exposure = (foreign-currency denominated assets) – (foreign-currency.
A News-Based Approach for Computing Historical Value-at-Risk International Symposium on Management Intelligent Systems 2012 (IS-MiS 2012) Frederik Hogenboom.
Catastrophe Modeling in the Caribbean 17 May 2005.
A robust system of portfolio margining for futures and options
Catastrophe Modeling in the Caribbean
Data Mining References: U.S. News and World Report's Business & Technology section, 12/21/98, by William J. Holstein12/21/98 Prof. Juran’s lecture note.
A News-Based Approach for Computing Historical Value-at-Risk
