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 1 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 1 1 31
An EBIT-based variant of the Duffie--Lando credit risk model 0 0 1 18 0 0 4 69
Copula-opinion pooling with complex opinions 0 1 1 20 0 1 3 52
Incorporating uncertainty into the Black-Litterman portfolio selection model 0 0 1 64 0 0 2 158
Liabilities -- a multi-objective approach 0 0 1 10 0 1 3 32
Liquidity on the outside from the inside 0 0 0 24 0 0 2 86
Robust value-at-risk: an information-theoretic approach 0 0 1 23 0 0 3 63
The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes 1 3 3 49 2 4 5 135
Total Journal Articles 1 4 9 245 2 8 25 748


Statistics updated 2025-09-05