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Demonstrations 21 - 40 of 147
Generalized Extreme Value Distributions: Application in Financial Risk Management
Two-Asset Markowitz Feasible Set
Attributing Portfolio Value at Risk: Relations with Component VaR, Marginal VaR, and Incremental VaR
Portfolio Diversification Benefit from Subadditive VaR
Nonparametric Curve Estimation by Kernel Smoothers: Efficiency of Unbiased Risk Estimate and GCV Selectors
Real Estate Recessions
Foreclosure Regimes
Three-Asset Efficient Frontier
Expanded Fermi Solution to Retrodict the Initial from the Final Number in a Stochastic Process
Liability Insurance Desirability under Lognormal Loss Distributions
Liability Insurance Desirability When "Diminution" Is Unlawful
Nonparametric Additive Modeling by Smoothing Splines: Robust Unbiased-Risk-Estimate Selector and a Nonisotropic-Smoothing Improvement
Nonparametric Curve Estimation by Smoothing Splines: Unbiased-Risk-Estimate Selector and its Robust Version via Randomized Choices
Basel II Capital Adequacy: Internal Ratings-Based (IRB) Approach
Prospect Theory: Shape of the Utility Function
Simulating Microbial Count Records with an Expanded Fermi Solution Model
Prospect Theory as a Piecewise Quadratic Value Function
Pathogen Dose-Response Curves with the Beta Poisson and Lognormal Models
Expanded Fermi Solutions in Pathogens' Dose-Response Curves
Value Added Growth Model
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