Optimisation of time-varying asset pricing models with penetration of value at risk and expected shortfall

Adeel Nasir, Kanwal Iqbal Khan, Mário Nuno Mata, Pedro Neves Mata, Jéssica Nunes Martins

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Optimisation of time-varying asset pricing models with penetration of value at risk and expected shortfall'. Together they form a unique fingerprint.

Mathematics