Details about Joseph Sooren Simonian

Access statistics for papers by Joseph Sooren Simonian.

Last updated 2011-11-13. Update your information in the RePEc Author Service.

Short-id: psi466

Journal Articles

2015

1. A satisficing approach to factor portfolio construction
   Applied Economics Letters, 2015, 22, (2), 148-152

2014

2. Copula-opinion pooling with complex opinions
   Quantitative Finance, 2014, 14, (6), 941-946 View citations (2)

2013

3. Liabilities -- a multi-objective approach
   Applied Economics Letters, 2013, 20, (8), 763-766

2012

4. A formal methodology for aggregating multiple market views
   Applied Financial Economics, 2012, 22, (14), 1175-1179 View citations (1)
5. An EBIT-based variant of the Duffie--Lando credit risk model
   Applied Economics Letters, 2012, 19, (1), 57-60

2011

6. A Bayesian approach to building robust structural credit default models
   Applied Economics Letters, 2011, 18, (14), 1397-1400 View citations (1)
7. Incorporating uncertainty into the Black-Litterman portfolio selection model
   Applied Economics Letters, 2011, 18, (17), 1719-1722 View citations (1)
8. Liquidity on the outside from the inside
   Applied Economics Letters, 2011, 18, (16), 1591-1593

2010

9. Robust value-at-risk: an information-theoretic approach
   Applied Economics Letters, 2010, 17, (16), 1551-1553 View citations (1)
10. The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes
    Applied Economics Letters, 2010, 17, (18), 1767-1768 View citations (2)