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Andr Lucas
Information about the author Andr Lucas will soon be added to the site.
Found
2 papers
in total
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Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
2008
Recent models for credit risk management make use of hidden Markov models (HMMs). HMMs...
Discrete-time financial planning models under loss-averse preferences
2005
We consider a dynamic asset allocation problem formulated as a mean-shortfall model in...
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