Browsing byAuthorLizieri, C
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
2024-02 | Quantifying the non-Gaussian gain | Allen, D; Satchell, S; Lizieri, C |
2020-09 | A comparison of non-Gaussian VaR estimation and portfolio construction techniques | Allen, D; Lizieri, C; Satchell, S |
2020-04-23 | “In Defense of Portfolio Optimization: What If We Can Forecast?”: Author Response | Allen, D; Lizieri, C; Satchell, S |
2019-01-01 | In Defense of Portfolio Optimization: What If We Can Forecast? | Allen, D; Lizieri, C; Satchell, S |