Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Reference46 articles.
1. Aepli, M. D. (2015). Portfolio risk forecasting-on the predictive power of multivariate dynamic copula models. Doctoral dissertation, University of St. Gallen.
2. Bertocchi, M., Consigli, G., & Dempster, M. A. (Eds.). (2011). Stochastic optimization methods in finance and energy: New financial products and energy market strategies. New York: Springer.
3. Birge, J. R., & Louveaux, F. (2011). Introduction to stochastic programming. New York: Springer.
4. Braun, V., & Grizska, M. (2011). Modeling asymmetric dependence of financial returns with multivariate dynamic copulas. Ssrn Electronic Journal.
5. Calfa, B. A., Agarwal, A., Grossmann, I. E., & Wassick, J. M. (2014). Data-driven multi-stage scenario tree generation via statistical property and distribution matching. Computers & Chemical Engineering, 68, 7–23.
Cited by
16 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献