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Joseph Sooren Simonian

Personal Details

First Name:Joseph
Middle Name:Sooren
Last Name:Simonian
Suffix:
RePEc Short-ID:psi466
[This author has chosen not to make the email address public]

Research output

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Jump to: Articles

Articles

  1. Joseph Simonian, 2015. "A satisficing approach to factor portfolio construction," Applied Economics Letters, Taylor & Francis Journals, vol. 22(2), pages 148-152, January.
  2. Joseph Simonian, 2014. "Copula-opinion pooling with complex opinions," Quantitative Finance, Taylor & Francis Journals, vol. 14(6), pages 941-946, June.
  3. Joseph Simonian & Gabriella Barschdorff, 2013. "Liabilities -- a multi-objective approach," Applied Economics Letters, Taylor & Francis Journals, vol. 20(8), pages 763-766, May.
  4. Joseph Simonian, 2012. "An EBIT-based variant of the Duffie--Lando credit risk model," Applied Economics Letters, Taylor & Francis Journals, vol. 19(1), pages 57-60, January.
  5. Joseph Simonian & Josh Davis, 2011. "Incorporating uncertainty into the Black-Litterman portfolio selection model," Applied Economics Letters, Taylor & Francis Journals, vol. 18(17), pages 1719-1722.
  6. Joseph Simonian, 2011. "Liquidity on the outside from the inside," Applied Economics Letters, Taylor & Francis Journals, vol. 18(16), pages 1591-1593.
  7. Joseph Simonian, 2011. "A Bayesian approach to building robust structural credit default models," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1397-1400.
  8. Joseph Simonian, 2010. "The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1767-1768.
  9. Joseph Simonian & Josh Davis, 2010. "Robust value-at-risk: an information-theoretic approach," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1551-1553.
    RePEc:taf:apfiec:v:22:y:2012:i:14:p:1175-1179 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Joseph Simonian, 2014. "Copula-opinion pooling with complex opinions," Quantitative Finance, Taylor & Francis Journals, vol. 14(6), pages 941-946, June.

    Cited by:

    1. N. Banholzer & S. Heiden & D. Schneller, 2019. "Exploiting investor sentiment for portfolio optimization," Business Research, Springer;German Academic Association for Business Research, vol. 12(2), pages 671-702, December.
    2. Eranda c{C}ela & Stephan Hafner & Roland Mestel & Ulrich Pferschy, 2022. "Integrating multiple sources of ordinal information in portfolio optimization," Papers 2211.00420, arXiv.org, revised Jul 2023.

  2. Joseph Simonian & Josh Davis, 2011. "Incorporating uncertainty into the Black-Litterman portfolio selection model," Applied Economics Letters, Taylor & Francis Journals, vol. 18(17), pages 1719-1722.

    Cited by:

    1. Yue Wang & Zhijian Qiu & Xiaomei Qu, 2017. "Optimal portfolio selection with maximal risk adjusted return," Applied Economics Letters, Taylor & Francis Journals, vol. 24(14), pages 1035-1040, August.

  3. Joseph Simonian, 2011. "A Bayesian approach to building robust structural credit default models," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1397-1400.

    Cited by:

    1. Carlos González-Aguado & Enrique Moral-Benito, 2012. "Determinants of corporate default: a BMA approach," Working Papers 1221, Banco de España.

  4. Joseph Simonian, 2010. "The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1767-1768.

    Cited by:

    1. S. Yaser Samadi & L. Billard & M. R. Meshkani & A. Khodadadi, 2017. "Canonical correlation for principal components of time series," Computational Statistics, Springer, vol. 32(3), pages 1191-1212, September.
    2. Kawee Numpacharoen & Amporn Atsawarungruangkit, 2012. "Generating Correlation Matrices Based on the Boundaries of Their Coefficients," PLOS ONE, Public Library of Science, vol. 7(11), pages 1-7, November.

  5. Joseph Simonian & Josh Davis, 2010. "Robust value-at-risk: an information-theoretic approach," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1551-1553.

    Cited by:

    1. Joseph Simonian, 2011. "A Bayesian approach to building robust structural credit default models," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1397-1400.

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