A determination formula on the copula-based estimation of Value at Risk for the portfolio problem AM Molina Barreto, N Ishimura RSU International Research Conference 2020, 2020 | 4 | 2020 |
Copula-based estimation of Value at Risk for the portfolio problem AM Molina Barreto, N Ishimura Proceedings of the Forum" Math-for-Industry" 2018: Big Data Analysis, AI …, 2021 | 3 | 2021 |
Value at Risk for the portfolio problem with copulas AM Molina Barreto, N Ishimura, Y Yoshizawa Empowering Science and Mathematics for Global Competitiveness: Proceedings …, 2019 | 3* | 2019 |
Remarks on a copula‐based conditional value at risk for the portfolio problem AM Molina Barreto, N Ishimura Intelligent Systems in Accounting, Finance and Management 30 (3), 150-170, 2023 | 2 | 2023 |
Estimation of Value at Risk and Conditional Value at Risk AM MOLINA BARRETO Chuo University, 2021 | 2 | 2021 |
Value at Risk の拡張とその応用 アンドレス,マウリシオ,モリナ,バレート, 石村直之, イシムラ,ナオユキ 企業研究, 3-17, 2023 | | 2023 |
On a determination formula for the estimation of copula-based Value at Risk AMM Barreto, N Ishimura, K Takaoka Proceedings of the ISCIE International Symposium on Stochastic Systems …, 2022 | | 2022 |
Remarks on a copula-based Value at Risk AM MOLINA BARRETO, N ISHIMURA, Y YOSHIZAWA | | 2020 |
Valuation for European derivatives with mixture-Weibull distributions AM Molina, JA Jiménez Cuadernos de Economía 34 (65), 279-298, 2015 | | 2015 |
Modelación de derivados europeos con distribuciones no gaussianas AM Molina Barreto Universidad Nacional de Colombia, 2014 | | 2014 |