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https://doi.org/10.2139/ssrn.2705708

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/047174882xopenalex-extracted
Elements of Information Theory
inferredcites →https://doi.org/10.1002/j.1538-7305.1948.tb00917.xopenalex-extracted
A Mathematical Theory of Communication
inferredcites →https://doi.org/10.1002/j.1538-7305.1948.tb01338.xopenalex-extracted
A Mathematical Theory of Communication
inferredcites →https://doi.org/10.1007/s10288-017-0344-4openalex-extracted
Block Rearranging Elements within Matrix Columns to Minimize the Variability of the Row Sums
inferredcites →https://doi.org/10.1007/s10687-014-0202-0openalex-extracted
Bounds on total economic capital: the DNB case study
inferredcites →https://doi.org/10.1016/j.cam.2011.10.015openalex-extracted
Computation of sharp bounds on the distribution of a function of dependent risks
inferredcites →https://doi.org/10.1016/j.cam.2014.11.050openalex-extracted
Detecting complete and joint mixability
inferredcites →https://doi.org/10.1016/j.jbankfin.2013.03.014openalex-extracted
Model uncertainty and VaR aggregation
inferredcites →https://doi.org/10.1016/j.jbankfin.2015.03.007openalex-extracted
A new approach to assessing model risk in high dimensions
inferredcites →https://doi.org/10.1016/j.jmva.2011.05.002openalex-extracted
The complete mixability and convex minimization problems with monotone marginal densities
inferredcites →https://doi.org/10.1016/j.orl.2014.11.009openalex-extracted
Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems
inferredcites →https://doi.org/10.1016/j.spl.2012.06.008openalex-extracted
On the approximation of copulas via shuffles of Min
inferredcites →https://doi.org/10.1016/s0304-4076(03)00104-0openalex-extracted
Estimation of risk-neutral densities using positive convolution approximation
inferredcites →https://doi.org/10.1016/s0304-4076(99)00016-0openalex-extracted
Nonparametric risk management and implied risk aversion
inferredcites →https://doi.org/10.1080/02331938108842712openalex-extracted
On a Class of Extremal Problems in Statistics
inferredcites →https://doi.org/10.1080/1351847x.2015.1104370openalex-extracted
How Robust is the Value-at-Risk of Credit Risk Portfolios?
inferredcites →https://doi.org/10.1086/296025openalex-extracted
Prices of State-Contingent Claims Implicit in Option Prices
inferredcites →https://doi.org/10.1086/296026openalex-extracted
Prices for State-Contingent Claims: Some Estimates and Applications
inferredcites →https://doi.org/10.1093/biomet/57.3.519openalex-extracted
Measures of Multivariate Skewness and Kurtosis with Applications
inferredcites →https://doi.org/10.1103/physrev.106.620openalex-extracted
Information Theory and Statistical Mechanics
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb00079.xopenalex-extracted
Implied Binomial Trees
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05219.xopenalex-extracted
Recovering Probability Distributions from Option Prices
inferredcites →https://doi.org/10.1111/jori.12108openalex-extracted
Value‐at‐Risk Bounds With Variance Constraints
inferredcites →https://doi.org/10.1142/s0217595916500408openalex-extracted
Algorithms for Finding Copulas Minimizing Convex Functions of Sums
inferredcites →https://doi.org/10.1198/jasa.2006.s156openalex-extracted
Quantitative Risk Management: Concepts, Techniques, and Tools
inferredcites →https://doi.org/10.1214/aoms/1177703867openalex-extracted
Correlation and Complete Dependence of Random Variables
inferredcites →https://doi.org/10.1287/moor.2015.0755openalex-extracted
Joint Mixability
inferredcites →https://doi.org/10.1287/moor.9.3.384openalex-extracted
Permuting Elements Within Columns of a Matrix in Order to Minimize Maximum Row Sum
inferredcites →https://doi.org/10.2139/ssrn.2342068openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2393054openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2570782openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2634669openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.375781openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.94133openalex-extracted
inferredcites →https://doi.org/10.2307/1886087openalex-extracted
Options and Efficiency
inferredcites →https://doi.org/10.2307/2329531openalex-extracted
inferredcites →https://doi.org/10.2307/2329532openalex-extracted
inferredcites →https://doi.org/10.2307/2334770openalex-extracted
inferredcites →https://doi.org/10.2307/2346563openalex-extracted
Assessment of Multinormality and the Robustness of Hotelling's T 2 Test
inferredcites →https://doi.org/10.2307/2530538openalex-extracted
Multivariate Analysis
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