Using parametric classification trees for model selection with applications to financial risk management-Reference-Cited by-同舟云学术

Using parametric classification trees for model selection with applications to financial risk management

Published:2017-06 Issue:2 Volume:259 Page:746-765
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Adcock C J,Meade N

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference81 articles.

1. Asset pricing and portfolio selection based on the multivariate extended skew-student-t distribution;Adcock;Annals of Operations Research,2010

2. Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-student distribution;Adcock;European Journal of Operational Research,2014

3. Adcock, C.J. and N. Meade (2015) The symmetric generalised student distribution and its properties, Working Paper.

4. Portfolio selection based on the multivariate skew normal distribution;Adcock,2001

5. Six sigma performance for non-normal processes;Aldowaisan;European Journal of Operational Research,2015

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