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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~subject:"Messung"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Arbeitspapier"
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Statistical distribution
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Vries, Casper G. de
2
Daníelsson, Jón
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Hyung, Namwon
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Report / Erasmus Center for Financial Research, Erasmus University
Discussion paper / Tinbergen Institute
42
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Optimal portfolio allocation under a probabilistic risk constraint and the incentives for financial innovation
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Vries, Casper G. de
-
2001
Persistent link: https://www.econbiz.de/10001720508
Saved in:
2
Portfolio diversification effects and regular variation in financial data
Hyung, Namwon
;
Vries, Casper G. de
-
2001
Persistent link: https://www.econbiz.de/10001692637
Saved in:
3
Optimal portfolios under a
value
at
risk
constraint
Vorst, Ton
-
2000
Persistent link: https://www.econbiz.de/10001504654
Saved in:
4
Upgrading
value-at-risk
from diagnostic metric to decision variable : a wise thing to do?
Grootveld, Henk
;
Hallerbach, Winfried G.
-
2000
Persistent link: https://www.econbiz.de/10001504701
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