Concepedia

Alec N. Kercheval

AN

9

Publications

429

Citations

9

H-Index

2002

Active since

Affiliations

Florida State University(Current)

Alec N. Kercheval is an author at Florida State University specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementStatisticsEngineeringAsset PricingRisk ManagementFinancial EconomicsPortfolio OptimizationForecasting

Publications per year

2002–2015

9

Publications

9

Modelling high-frequency limit order book dynamics with support vector machines

Alec N. Kercheval, Yuan Zhang · Quantitative Finance · 2015 · 140 citations

Engineering, Automate Real-time Prediction, Price Spread +17

Portfolio optimization for student<i>t</i>and skewed<i>t</i>returns

Wenbo Hu, Alec N. Kercheval · Quantitative Finance · 2009 · 65 citations

Portfolio Optimization, Financial Economics, Asset Pricing +14

Calibration of multivariate generalized hyperbolic distributions using the em algorithm, with applications in risk management, portfolio optimization and portfolio credit risk

Alec N. Kercheval, Wenbo Hu · 2005 · 64 citations

Em Algorithm, Portfolio Optimization, Engineering +14

<i>t</i>‐statistics for weighted means in credit risk modeling

Lisa R. Goldberg, Alec N. Kercheval, Kiseop Lee · The Journal of Risk Finance · 2005 · 58 citations

Empirical Finance, Financial Economics, Backtesting +13

Risk management with generalized hyperbolic distributions

Wenbo Hu, Alec N. Kercheval · Indian Journal of Ophthalmology · 2007 · 33 citations · Full text

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