Computational aspects of portfolio risk estimation in volatile markets: a survey

Frank J. Fabozzi, Stoyan V. Stoyanov, Svetlozar Rachev

Research output: Contribution to journal › Article

Original language	English
Journal	Studies in Nonlinear Dynamics and Econometrics
DOIs	https://doi.org/10.1515/snde-2012-0004
State	Published - Jan 14 2013

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title = "Computational aspects of portfolio risk estimation in volatile markets: a survey",

author = "Fabozzi, {Frank J.} and Stoyanov, {Stoyan V.} and Svetlozar Rachev",

year = "2013",

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language = "English",

journal = "Studies in Nonlinear Dynamics and Econometrics",

issn = "1081-1826",

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