The extreme downside risk of the S&P 500 stock index
Year of publication: |
2009-05-01
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Authors: | Aboura, Sofiane |
Institutions: | HAL |
Subject: | Extreme Value Theory | Risk management |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00638075 Published, Journal of Financial Transformation, 2009, 26, 26, 104-107 |
Source: |
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