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Editorial
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Yuri Kaniovski
Veröffentlicht/Copyright:
25. September 2009
Published Online: 2009-09-25
Published in Print: 2008-03
© by Oldenbourg Wissenschaftsverlag, Wien, Germany
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Artikel in diesem Heft
- Editorial
- A lattice model with incomplete information: A credit risk application
- Optimal portfolios with Haezendonck risk measures
- Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization
- Nonparametric nearest neighbor based empirical portfolio selection strategies
Artikel in diesem Heft
- Editorial
- A lattice model with incomplete information: A credit risk application
- Optimal portfolios with Haezendonck risk measures
- Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization
- Nonparametric nearest neighbor based empirical portfolio selection strategies
