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 1 1 25 0 1 1 82
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 0 30
An EBIT-based variant of the Duffie--Lando credit risk model 0 0 2 17 0 0 5 68
Copula-opinion pooling with complex opinions 0 0 0 19 0 0 4 51
Incorporating uncertainty into the Black-Litterman portfolio selection model 0 1 1 64 0 2 3 158
Liabilities -- a multi-objective approach 0 0 1 10 0 1 2 31
Liquidity on the outside from the inside 0 0 0 24 0 2 2 86
Robust value-at-risk: an information-theoretic approach 0 0 1 23 0 1 3 63
The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes 0 0 0 46 0 1 1 131
Total Journal Articles 0 2 6 240 0 8 21 739


Statistics updated 2025-05-12