Economics, Econometrics and Finance · Social Sciences
1h-index9citations2works0.02yr avg
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Research Topics
Financial Risk and Volatility Modeling(1), Vehicle Dynamics and Control Systems(1), Statistical Distribution Estimation and Applications(1), Risk and Portfolio Optimization(1), Real-time simulation and control systems(1)
Publications2 total
Saddlepoint approximation of expected shortfall for transformed means
Data Archiving and Networked Services (DANS)·2010· 9 cited
American Control Conference·1990
Frequent Co-authors
Simon A. Broda(1), Cho Cho(1)