Bernard Murphy

Publication Activity (10 Years)

Years Active: 2023-2023
Publications (10 Years): 1

Top Topics

Model Validation

Portfolio Optimization

Top Venues

Ann. Oper. Res.

Publications

Mark Cummins, Fabian Gogolin, Fearghal Kearney, Greg Kiely, Bernard Murphy
Practice-relevant model validation: distributional parameter risk analysis in financial model risk management. Ann. Oper. Res. 330 (1) (2023)