Sina Seyfi

Doctoral Researcher
Doctoral Researcher
E707 Dept. Finance
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Ekonominaukio 1 02150 Espoo Finland
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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