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- Data for: Forecasting compositional risk allocationsThe S&P 500 index, the DAX index, and the CAC 40 index daily values from January 1st, 2000, to December 31st, 2016.
- Dataset
- Data for: Distortion Measures on Homogeneous Financial DerivativesR code implementing simulation example: calculation of distortion measures, allocations by definition and by theorem.
- Dataset