Search Page
Save citations to file
Email citations
Send citations to clipboard
Add to Collections
Add to My Bibliography
Create a file for external citation management software
Your saved search
Your RSS Feed
Search Results
2 results
Filters applied: . Clear all
Results are displayed in a computed author sort order.
The Results By Year timeline is not available.
Page 1
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.
Comput Manag Sci. 2023;20(1):12. doi: 10.1007/s10287-023-00439-1. Epub 2023 Mar 3.
Comput Manag Sci. 2023.
PMID: 37520270
Free PMC article.
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options.
De Giovanni D, Leccadito A, Loccisano D.
De Giovanni D, et al. Among authors: leccadito a.
Ann Oper Res. 2022 Nov 14:1-23. doi: 10.1007/s10479-022-05059-7. Online ahead of print.
Ann Oper Res. 2022.
PMID: 36407942
Free PMC article.
Item in Clipboard
Cite
Cite