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Assuntos relacionados
Big Data
CoVaR
HG1-9999
International Financial Reporting Standard 9
Markowitz portfolio theory
Wishart model
admissible convex risk measures
auto-regressive
bic Book Industry Communication::W Lifestyle, sport & leisure::WC Antiques & collectables::WCF Coins, banknotes, medals, seals (numismatics)
capital allocation
capital market pricing model
cartography
conditional Value-at-Risk (CoVaR)
convex programming
copula models
credit risk
current drawdown
data science
deep learning
efficient frontier
estimation error
financial markets
financial mathematics
financial regulation
fractional Kelly allocation
growth optimal portfolio
independence assumption
loss given default
multi-step ahead forecasts
non-stationarity