Sina Seyfi
Doctoral Researcher
Doctoral Researcher
E707 Dept. Finance
Full researcher profile
https://research.aalto.fi/...
Sähköposti
sina.seyfi@aalto.fi
Postiosoite
Ekonominaukio 1
02150 Espoo
Finland
Puhelinnumero
+358503016820
Julkaisut
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
Mathematics and Computers in Simulation