The extreme downside risk of the S&P 500 stock index
Year of publication: |
2009-09
|
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Authors: | Aboura, Sofiane |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Extreme Value Theory | Risk management |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Financial Transformation, 2009, no. 26 |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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