van Beek, Misha
- Consistent Calibration of Economic Scenario Generators: The Case for\n Conditional Simulation
2020/04/19 by Misha van Beek, van Beek, Misha · 1 citation
Economics, Econometrics and Finance · Engineering · #Credit Risk and Financial Regulations #Econometrics (econ.EM) #FOS: Economics and business #Financial Markets and Investment Strategies #Monetary Policy and Economic Impact #Portfolio Management (q-fin.PM) #Reservoir Engineering and Simulation Methods #Risk Management (q-fin.RM)
- Strategic Asset Allocation with Illiquid Alternatives
2022/07/15 by Luxenberg, Eric, Boyd, Stephen, Kochenderfer, Mykel +6 · 1 citation
#FOS: Economics and business #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Systems and Control (eess.SY) #electronic engineering #information engineering