2 research outputs found
Conic Portfolio Theory
- Author
- A Bienven�e
- A Cern�
- A Cherny
- A Cherny
- A Cherny
- A Galichon
- A Hyv�rinen
- D B Madan
- D B Madan
- D B Madan
- D B Madan
- D B Madan
- D B Madan
- D B Madan
- D B Madan
- D B Madan
- D B Madan
- D B Madan
- D H Oh
- D Madan
- D Madan
- Dilip B. Madan
- E Eberlein
- E Eberlein
- E Eberlein
- E Eberlein
- E Eberlein
- E J Elton
- F J Fabozzi
- H M Markowitz
- H Z Jin
- I Gilboa
- J Bion-Nadal
- J H Cochrane
- J Nolan
- J P Quiggin
- K Aas
- L Martellini
- M Denuit
- M Yaari
- M Yaari
- P Artzner
- P Carr
- P Carr
- P Klibano�
- R C Merton
- R Schmidt
- R T Rockafellar
- R T Rockafellar
- S A Ross
- S F Chib
- S Kusuoka
- S Wang
- S Wang
- S X Lee
- T Mitton
- T R Bielecki
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
An M-Estimator of Spatial Tail Dependence
- Author
- A Bienven�e
- A C Davison
- A Dematteo
- Andrea Krajina
- Anna Kiriliouk
- B J Reich
- B M Brown
- D Cooley
- D Cooley
- H Drees
- J Beirlant
- J Blanchet
- J H Einmahl
- J H Einmahl
- J Jiang
- J L Wadsworth
- J Palutikof
- J.-N Bacro
- Johan Segers
- John H. J. Einmahl
- K M Abadir
- L De Haan
- L De Haan
- L De Haan
- L De Haan
- M Oesting
- M Ribatet
- M Ribatet
- M Schlather
- O Karpa
- P Ceppi
- R A Davis
- R A Yuen
- R Core Team
- R Huser
- R Huser
- R L Smith
- S Engelke
- S G Coles
- S I Resnick
- S Jeon
- S Padoan
- T Buishand
- X Huang
- Y Wang
- Z Kabluchko
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study