Financial risk and heavy tails
Brendan O. Bradley and Murad S. Taqqu
| Year of publication: |
2003
|
|---|---|
| Authors: | Bradley, Brendan O. ; Taqqu, Murad S. |
| Published in: |
Handbook of heavy tailed distributions in finance. - Amsterdam : Elsevier, ISBN 0-444-50896-1. - 2003, p. 35-103
|
| Subject: | Unternehmensfinanzierung | Corporate finance | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001882016