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Sina Seyfi
Sina Seyfi
Aalto University, School of Business
Verified email at aalto.fi - Homepage
Title
Cited by
Cited by
Year
Portfolio Value-at-Risk and Expected-Shortfall Using an Efficient Simulation Approach Based on Gaussian Mixture Model
SMS Seyfi, A Sharifi, H Arian
Mathematics and Computers in Simulation 190 (December 2021), 1056-1079, 2021
192021
Neighbouring assets
S Seyfi
Available at SSRN 4311284, 2022
32022
A novel classification approach for credit scoring based on Gaussian mixture models
H Arian, SMS Seyfi, A Sharifi
arXiv preprint arXiv:2010.13388, 2020
32020
Essence of the Cross Section
S Seyfi
Available at SSRN, 2023
12023
Basis Portfolios
S Seyfi
Available at SSRN, 2024
2024
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