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H

Halis Sak

vienna university of economics & business

8H指数
30论文数
206被引数
收录论文 5
发表时间
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Exploring the factor zoo with a machine-learning portfolio
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2024-11-01
err0
PREAI
errSak, Halis; Huang, Tao; Chng, Michael T.
err分享
err收藏
A copula-based model for air pollution portfolio risk and its efficient simulation
errSTOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT
IF3.6
err2017-03-25
err6
PREAI
errSak, Halis; Yang, Guanyu; Li, Bailiang; Li, Weifeng
err分享
err收藏
Efficient simulations for a Bernoulli mixture model of portfolio credit risk
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2016-06-03
err7
PREAI
errBasoglu, Ismail; Hormann, Wolfgang; Sak, Halis
err分享
err收藏
Variance Reduction for Asian Options under a General Model Framework
errREVIEW OF FINANCE
IF8.4
err2014-03-06
err13
PREAI
errDingec, Kemal Dincer; Sak, Halis; Hormann, Wolfgang
err分享
err收藏
Efficient risk simulations for linear asset portfolios in the t-copula modelT-copula模型中线性资产组合的有效风险模拟
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2010-05-01
err18
PREAI
errSak, Halis; Hoermann, Wolfgang; Leydold, Josef
err分享
err收藏

研究方向

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合作学者
合作期刊
杨冠羽 封面图
杨冠羽 (Guanyu Yang)
H 指数: 31 · 论文数: 201
B
Bailiang Li
H 指数: 20 · 论文数: 66
J
Josef Leydold
H 指数: 19 · 论文数: 117
T
Tao Huang
H 指数: 12 · 论文数: 71
M
Michael T. Chng
H 指数: 8 · 论文数: 33
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