Spectral risk measure of holding stocks in the long run
Year of publication: |
2018
|
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Authors: | Bihary, Zsolt ; Csóka, Péter ; Szabó, Dávid Zoltán |
Publisher: |
Budapest : Hungarian Academy of Sciences, Institute of Economics |
Subject: | Coherent Risk Measures | Spectral Risk Measures | Lévy processes | Finite Moment Log Stable Model | Time Diversification |
Series: | IEHAS Discussion Papers ; MT-DP - 2018/12 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1666838896 [GVK] hdl:10419/222025 [Handle] RePEc:has:discpr:1812 [RePEc] |
Classification: | G11 - Portfolio Choice |
Source: |
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