Rank: 521 based on 214 downloads (last 30 days) and 3 files submitted
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Manthos Vogiatzoglou

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Professional Interests:
computational finance - statistics

 

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Files Posted by Manthos View all
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  • 3
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
21 Oct 2009 Dynamic Copula Toolbox 2.0 functions to estimates various copula models via MLE Author: Manthos Vogiatzoglou copula garch, copula vines, gaussian copula graph... 90 0
09 Jun 2009 Dynamic Copula Toolbox version 1 Estimation and simulation of Copula - GARCH and Copula Vines Author: Manthos Vogiatzoglou vines, dynamic dependence, log likelihood, copulas 31 0
26 Aug 2008 Screenshot CVaR optimization The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR Author: Manthos Vogiatzoglou analysis, conditional value at ..., market risk, modeling, finance, expected shortfall 93 3
  • 5.0
5.0 | 3 ratings
Comments and Ratings by Manthos
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  • 1
Updated File Comments Rating
14 Nov 2008 Tips & Tricks: Getting started using optimization with MATLAB Demo files from the August 21, 2008 Webinar Author: Stuart Kozola

Great webinar!
Comments and Ratings on Manthos' Files View all
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  • 3
Updated File Comment by Comments Rating
22 Sep 2009 CVaR optimization The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR Author: Manthos Vogiatzoglou baohua, xie

Very good!.It helps me a lot.Thanks!
19 Aug 2008 CVaR optimization The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR Author: Manthos Vogiatzoglou DAO, Binh

nice code
19 May 2008 CVaR optimization The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR Author: Manthos Vogiatzoglou Drogalas, George

Works nice
Top Tags Applied by Manthos
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  • 13
analysis, conditional value at risk, copula garch, copula vines, copulas
Files Tagged by Manthos View all
  • 1 - 3 of
  • 3
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
21 Oct 2009 Dynamic Copula Toolbox 2.0 functions to estimates various copula models via MLE Author: Manthos Vogiatzoglou copula garch, copula vines, gaussian copula graph... 90 0
09 Jun 2009 Dynamic Copula Toolbox version 1 Estimation and simulation of Copula - GARCH and Copula Vines Author: Manthos Vogiatzoglou vines, dynamic dependence, log likelihood, copulas 31 0
26 Aug 2008 Screenshot CVaR optimization The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR Author: Manthos Vogiatzoglou analysis, conditional value at ..., market risk, modeling, finance, expected shortfall 93 3
  • 5.0
5.0 | 3 ratings
 

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