Sina Seyfi
Doctoral Researcher
Doctoral Researcher
E707 Dept. Finance
Full researcher profile
https://research.aalto.fi/...
Email
[email protected]
Postal address
Ekonominaukio 1
02150 Espoo
Finland
Phone number
+358503016820
Publications
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