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 3 11 93
A formal methodology for aggregating multiple market views 0 0 0 5 0 1 2 41
A satisficing approach to factor portfolio construction 0 0 0 7 0 3 7 37
An EBIT-based variant of the Duffie--Lando credit risk model 0 0 0 18 0 0 6 75
Copula-opinion pooling with complex opinions 0 0 1 20 0 1 6 57
Incorporating uncertainty into the Black-Litterman portfolio selection model 0 0 0 64 0 3 5 163
Liabilities -- a multi-objective approach 0 0 1 11 0 3 9 40
Liquidity on the outside from the inside 0 0 1 25 0 3 6 92
Robust value-at-risk: an information-theoretic approach 0 0 1 24 0 1 7 70
The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes 0 0 3 49 0 3 12 143
Total Journal Articles 0 0 7 248 0 21 71 811


Statistics updated 2026-06-04