VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns

Published December 15, 2006
Author(s)
Fabio Lamantia , Sergio Ortobelli , Svetlozar Rachev
Article Info
Volume 3 2006, Issue #4
TO CITE

779 Views
409 Downloads

References
0
Tables
0
Figures
0

Download Preview

Close

Investment Management and Financial Innovations

Investment Management and Financial Innovations

COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.

If you continue without changing these settings, you consent to this Read more

Accept