Asymptotics of Portfolio Tail Risk Metrics for Elliptically Distributed Asset Returns
Year of publication: |
2016
|
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Authors: | Lesniewski, Andrew |
Other Persons: | Sun, Heng (contributor) ; Wu, Qi (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2748970 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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