Norm Constrained Empirical Portfolio Optimization with Stochastic Dominance: Robust Optimization Non-Asymptotics Author(s) Stelios Arvanitis Read more about Norm Constrained Empirical Portfolio Optimization with Stochastic Dominance: Robust Optimization Non-Asymptotics
Sparse spanning portfolios and under-diversification with second-order stochastic dominance Author(s) Stelios Arvanitis Read more about Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Using Functional Shocks to Assess Conventional and Unconventional Monetary Policy in Canada Author(s) Thorsten V. Koeppl Jeremy Kronick James McNeil Read more about Using Functional Shocks to Assess Conventional and Unconventional Monetary Policy in Canada
Efficient mean-variance portfolio selection by double regularization Author(s) N'Golo Kone Read more about Efficient mean-variance portfolio selection by double regularization
To infinity and beyond: Efficient computation of ARCH(\infty) models Author(s) Morten Ø. Nielsen Antoine Noël Read more about To infinity and beyond: Efficient computation of ARCH(\infty) models
Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets Author(s) Giuseppe Cavaliere Morten Ø. Nielsen A.M. Robert Taylor Read more about Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets
