Portfolio selection : an extreme value approach
Francis J. DiTraglia; Jeffrey R. Gerlach
| Year of publication: |
2013
|
|---|---|
| Authors: | DiTraglia, Francis J. ; Gerlach, Jeffrey R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 2, p. 305-323
|
| Subject: | Portfolio selection | Extreme value theory | Tail dependence | Portfolio-Management | Ausreißer | Outliers | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009705699