Large portfolio losses
Year of publication: |
2004
|
---|---|
Authors: | Dembo, Amir ; Deuschel, Jean-Dominique ; Duffie, Darrell |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 8.2004, 1, p. 3-16
|
Subject: | Portfolio-Management | Portfolio selection | Insolvenz | Insolvency | Theorie | Theory | Statistische Verteilung | Statistical distribution |
-
Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe, (2019)
-
Di Clemente, Annalisa, (2014)
-
LLN-type approximations for large portfolio losses
Liu, Jing, (2018)
- More ...
-
Dembo, Amir, (2004)
-
Dembo, Amir, (2002)
-
Dembo, Amir, (2002)
- More ...