Portfolio value at risk bounds using extreme value theory
Year of publication: |
2012
|
---|---|
Authors: | Slim, Skander ; Gammoudi, Imed ; Belkacem, Lotfi |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 4.2012, 3, p. 204-215
|
Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Risiko | Risk | Multivariate Verteilung | Multivariate distribution |
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