"Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and ..."

Aerambamoorthy Thavaneswaran et al. (2021)

> Home

Details and statistics

DOI: 10.1109/COMPSAC51774.2021.00260

access: closed

type: Conference or Workshop Paper

metadata version: 2022-10-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/compsac/ThavaneswaranLY21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/compsac/ThavaneswaranLY21
Aerambamoorthy Thavaneswaran, You Liang, Na Yu, Alex Paseka, Ruppa K. Thulasiram:
Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations. COMPSAC 2021: 1742-1747

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.