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 |