Fat-tailed models for risk estimation
Year of publication: |
2011
|
---|---|
Authors: | Stoyanov, Stoyan V. ; Račev, Svetlozar T. ; Racheva-Yotova, Boryana ; Fabozzi, Frank J. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 37.2010/11, 2, p. 107-117
|
Subject: | Theorie | Theory | Ausreißer | Outliers | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure |
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