E-LIB Suche - Ergebnisse für: Seco, Luis

1

A CEEMD-ARIMA-SVM model with structural breaks to forecast ..:

Cheng, Yuxiang ; Yi, Jiayu ; Yang, Xiaoguang..
Soft Computing. 26 (2022) 17 - p. 8537-8551 , 2022

Link: https://doi.org/10.1007/..

2

Option-like properties in the distribution of hedge fund re..:

Denk, Katharina ; Djerroud, Ben ; Seco, Luis..
Frontiers of Engineering Management. 7 (2020) 2 - p. 275-286 , 2020

Link: https://doi.org/10.1007/..

3

Optimal fee structures in hedge funds:

Escobar-Anel, Marcos ; Höhn, Vincent ; Seco, Luis.
Journal of Asset Management. 19 (2018) 7 - p. 522-542 , 2018

Link: https://doi.org/10.1057/..

4

Portfolio optimization in hedge funds by OGARCH and Markov ..:

Luo, Cuicui ; Seco, Luis ; Wu, Lin-Liang Bill
Omega. 57 (2015) - p. 34-39 , 2015

Link: https://doi.org/10.1016/..

5

Multidimensional Structural Credit Modeling under Stochasti..:

Escobar, Marcos ; Friederich, Tim ; Seco, Luis.
ISRN Probability and Statistics. 2013 (2013) - p. 1-12 , 2013

Link: https://doi.org/10.1155/..

6

CreditGrades Framework within Stochastic Covariance Models:

Escobar, Marcos ; Arian, Hamidreza ; Seco, Luis
Journal of Mathematical Finance. 2 (2012) 4 - p. 303-313 , 2012

Link: https://doi.org/10.4236/..

7

Algorithmic estimation of risk factors in financial markets..:

Hernández, Janko ; Saunders, David ; Seco, Luis
Computers & Operations Research. 39 (2012) 4 - p. 820-828 , 2012

Link: https://doi.org/10.1016/..

8

Portfolio Optimization in a Multidimensional Structural-Def..:

Escobar, Marcos ; Hieber, Peter ; Scherer, Matthias.
The Journal of Private Equity. 15 (2011) 1 - p. 26-35 , 2011

Link: https://www.jstor.org/st..

9

Risk modeling in crude oil market: a comparison of Markov s..:

Luo, Cuicui ; Seco, Luis A. ; Wang, Haofei..
Kybernetes. 39 (2010) 5 - p. 750-769 , 2010

Link: https://doi.org/10.1108/..

10

Pricing a CDO on stochastically correlated underlyings:

Escobar, Marcos ; Götz, Barbara ; Seco, Luis.
Quantitative Finance. 10 (2009) 3 - p. 265-277 , 2009

Link: https://doi.org/10.1080/..

11

The price of liquidity in constant leverage strategies:

Escobar, Marcos ; Kiechle, Andreas ; Seco, Luis.
Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas. 103 (2009) 2 - p. 373-385 , 2009

Link: https://doi.org/10.1007/..

12

Single and Double Black–Cox: Two approaches for modelling d..:

Abínzano, Isabel ; Seco, Luis ; Escobar, Marcos.
Economic Modelling. 26 (2009) 5 - p. 910-917 , 2009

Link: https://doi.org/10.1016/..

13

Using equity options to imply credit information:

Elkhodiry, Angie ; Paradi, Joseph ; Seco, Luis
Annals of Operations Research. 185 (2009) 1 - p. 45-73 , 2009

Link: https://doi.org/10.1007/..

14

Portfolio optimization when asset returns have the Gaussian..:

Buckley, Ian ; Saunders, David ; Seco, Luis
European Journal of Operational Research. 185 (2008) 3 - p. 1434-1461 , 2008

Link: https://doi.org/10.1016/..

15

Estimating the spectral measure of a multivariate stable di..:

Pivato, Marcus ; Seco, Luis
Journal of Multivariate Analysis. 87 (2003) 2 - p. 219-240 , 2003

Link: https://doi.org/10.1016/..