Sina Seyfi

Doctoral Researcher
Doctoral Researcher
E707 Dept. Finance
Full researcher profile
https://research.aalto.fi/...
Postal address
Ekonominaukio 1 02150 Espoo Finland
Phone number
+358503016820

Publications

Portfolio Value-at-Risk and expected-shortfall using an efficient simulation approach based on Gaussian Mixture Model

Seyed Mohammad Sina Seyfi, Azin Sharifi, Hamidreza Arian 2021 Mathematics and Computers in Simulation