Fat-tailed models for risk estimation
Stoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Yotova, and Frank J. Fabozzi
| Year of publication: |
2011
|
|---|---|
| Authors: | Stoyanov, Stoyan V. ; Račev, Svetlozar T. ; Racheva-Yotova, Boryana ; Fabozzi, Frank J. |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 37.2010/11, 2, p. 107-117
|
| Subject: | Risikomaß | Risk measure | Theorie | Theory | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009273905