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 0 25 0 6 8 90
A formal methodology for aggregating multiple market views 0 0 0 5 0 0 1 40
A satisficing approach to factor portfolio construction 0 0 0 7 0 2 4 34
An EBIT-based variant of the Duffie--Lando credit risk model 0 0 1 18 0 5 7 75
Copula-opinion pooling with complex opinions 0 0 1 20 1 3 5 56
Incorporating uncertainty into the Black-Litterman portfolio selection model 0 0 1 64 0 1 3 160
Liabilities -- a multi-objective approach 0 0 1 11 0 4 6 37
Liquidity on the outside from the inside 0 0 1 25 1 2 3 89
Robust value-at-risk: an information-theoretic approach 0 0 1 24 1 4 7 69
The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes 0 0 3 49 1 3 9 140
Total Journal Articles 0 0 9 248 4 30 53 790


Statistics updated 2026-03-04