vix.ing · top · new · best · stats · spec

Espana, Tomas

  1. Kendall Correlation Coefficients for Portfolio Optimization
    2024/10/22 by Tomas Espana, Espana, Tomas, Victor Le Coz +3 · 3 citations
    Decision Sciences · Engineering · Social Sciences · #FOS: Economics and business #FOS: Physical sciences #Inertial Sensor and Navigation #Insurance, Mortality, Demography, Risk Management #Risk and Portfolio Optimization #Statistical Finance (q-fin.ST) #Statistical Mechanics (cond-mat.stat-mech)