FAT-TAILED MODELS FOR RISK ESTIMATION
Year of publication: |
2011
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Authors: | Stoyanov, Stoyan V ; Rachev, Svetlozar T ; Racheva-Yotova, Boryana ; Fabozzi, Frank J |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 37.2011, 2, p. 107-118
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Saved in:
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