Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Author Bustreo, R
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 2014 | Measuring the risk of a nonlinear portfolio with fat tailed risk factors through probability conserving transformation | Date, P; Bustreo, R |
| 2015 | Value-at-Risk for fixed-income portfolios: a Kalman filtering approach | Date, P; Bustreo, R |