Kostas Giannopoulos und Filtered Historical - Info zur Person

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Contact Giovanni Barone-Adesi & Kostas Giannopoulosfilteredhistoricalsimulation.com › contact

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Estimating the joint tail risk under the filtered historical simulationwww.tandfonline.com › ... › Volume 24, Issue 5

www.tandfonline.com

Disclosure statement. No potential conflict of interest was reported by the authors. ORCID. Kostas Giannopoulos http://orcid.org

Coherent risk measures under filtered historical simulation - EconBiz

www.econbiz.de

Kostas Giannopoulos; Radu Tunaru. Year of Publication: 2005: Authors: Giannopoulos, Kostas; Tunaru, Radu: Published in: Journal of banking & finance.

Simulating Security Returns: A Filtered Historical Simulation Approachbooks.google.com › books

books.google.com

... Kostas Giannopoulos and Les Vosper 3 Backtesting Derivative Portfolios with FHS Giovanni Barone Adesi, Kostas Giannopoulos and Les Vosper 4 A GARCH ...

Simulating Security Returns: A Filtered Historical Simulation...

books.google.de

Simulating Security Returns uses the FHS approach to help simulate the returns of large portfolios of securities.

Simulating Security Returns - A Filtered Historical Simulation...

link.springer.com

modest portfolios, Barone Adesi demonstrates how FHS can accurately adjust to current market conditions. Show all. About the authors. Robert Engle, New York University, USA Kostas Giannopoulos, Neapolis University, Cyprus Loriano Mancini, ...

Coherent risk measures under filtered historical simulation

www.infona.pl

Coherent risk measures under filtered historical simulation. Autorzy. Kostas Giannopoulos Radu Tunaru. Treść / Zawartość. main.pdf. Abstrakt, słowa kluczowe.

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