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BusinessFinanceFinancial ManagementFinancial EconometricsFinancial EconomicsPortfolio ManagementAsset Return ModelingDependence ModelingPortfolio OptimizationPortfolio Risk ManagementPortfolio TheoryRisk-return AnalysisArchimedean CopulasCopula EstimationCopula ModelsCopula-based Risk ModelingCopula-based Value At RiskDependence In Asset ReturnsLong Memory Models
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Bootstrap Methods: Another Look at the Jackknife
B. Efron · The Annals of Statistics · 1979 · 17.4K citations · Full text
Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
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Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
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Optimization of conditional value-at-risk
R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations
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Portfolio Selection: Efficient Diversification of Investments
Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations