Access Statistics for Joseph Sooren Simonian

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to building robust structural credit default models 0 0 1 25 0 0 2 83
A formal methodology for aggregating multiple market views 0 0 0 5 0 0 0 39
A satisficing approach to factor portfolio construction 0 0 0 7 0 0 1 31
An EBIT-based variant of the Duffie--Lando credit risk model 0 0 1 18 0 0 3 69
Copula-opinion pooling with complex opinions 0 0 1 20 1 1 3 53
Incorporating uncertainty into the Black-Litterman portfolio selection model 0 0 1 64 1 1 3 159
Liabilities -- a multi-objective approach 0 1 1 11 0 1 3 33
Liquidity on the outside from the inside 1 1 1 25 1 1 3 87
Robust value-at-risk: an information-theoretic approach 0 1 1 24 0 1 3 64
The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes 0 1 3 49 0 3 6 136
Total Journal Articles 1 4 10 248 3 8 27 754


Statistics updated 2025-11-08