Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises
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- Ludovic Calès & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018. "Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01897265, HAL.
- Ludovic Calès & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018. "Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises," Post-Print hal-01897265, HAL.
References listed on IDEAS
- Ludovic Cales & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018.
"Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises,"
Papers
1803.05861, arXiv.org.
- Ludovic Calès & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018. "Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises," Post-Print hal-01897265, HAL.
- Ludovic Calès & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018. "Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01897265, HAL.
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halshs-00646070, HAL.
- Dominique Guegan & Ludovic Calès & Monica Billio, 2011. "A Cross-Sectional Score for the Relative Performance of an Allocation," Post-Print halshs-00646070, HAL.
- Dominique Guegan & Ludovic Calès & Monica Billio, 2011. "A Cross-Sectional Score for the Relative Performance of an Allocation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00646070, HAL.
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Cited by:
- Apostolos Chalkis & Emmanouil Christoforou & Ioannis Z. Emiris & Theodore Dalamagas, 2020. "Modeling asset allocation strategies and a new portfolio performance score," Papers 2012.05088, arXiv.org, revised Sep 2021.
- Ludovic Cales & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018.
"Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises,"
Papers
1803.05861, arXiv.org.
- Ludovic Calès & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018. "Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises," Post-Print hal-01897265, HAL.
- Ludovic Calès & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018. "Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01897265, HAL.
- Cyril Bachelard & Apostolos Chalkis & Vissarion Fisikopoulos & Elias Tsigaridas, 2024. "Randomized Control in Performance Analysis and Empirical Asset Pricing," Papers 2403.00009, arXiv.org.
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