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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, 2011. "Liquidity on the outside from the inside," Applied Economics Letters, Taylor & Francis Journals, vol. 18(16), pages 1591-1593.
  6. 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.
  7. 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.
  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, 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.

  3. 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.

  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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