Showing 1 - 5 results of 5 for search 'Mohammad Mahdi Davoudi', query time: 2.60s Refine Results
  1. 1
    Estimation of Optimal Investment Portfolio Using Value at Risk (VaR) and Expected Shortfall (ES) Models: GARCH-EVT-Copula Approach

    Estimation of Optimal Investment Portfolio Using Value at Risk (VaR) and Expected Shortfall (ES) Models: GARCH-EVT-Copula Approach by Reza Taleblou, mohammad mahdi davoudi

    Published 2018-12-01
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  2. 2
    Comparison of EVT Approach with Other Methods of Measuring Market Risk (VAR) in the Context of the Backtesting and Kupiec Test: Implications for Market Risk Management of Financial Institutions

    Comparison of EVT Approach with Other Methods of Measuring Market Risk (VAR) in the Context of the Backtesting and Kupiec Test: Implications for Market Risk Management of Financial... by Reza Taleblou, mohammad mahdi davoudi

    Published 2017-04-01
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    Article
  3. 3
    Calculating Value at Risk: DCC-GARCH-Copula Approach

    Calculating Value at Risk: DCC-GARCH-Copula Approach by Reza Taleblou, Mohammad Mahdi Davoudi

    Published 2020-03-01
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  4. 4
    Elastic and plastic bending of beams simulated by the finite difference method (FDM) [electronic resource) /

    Elastic and plastic bending of beams simulated by the finite difference method (FDM) [electronic resource) / by Mohammad Mahdi Davoudi, 1986-, Oschner, Andreas

    Published 2013
  5. 5
    Elastic and plastic bending of beams simulated by the finite difference method (FDM) /

    Elastic and plastic bending of beams simulated by the finite difference method (FDM) / by Mohammad Mahdi Davoudi, 1986-, Oschner, Andreas, Fakulti Kejuruteraan Mekanikal

    Published 2013

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