Measuring risk in value-at-risk in the presence of infinite variance

Stefan Huschens und Jeong-Ryeol Kim

Year of publication:	1998
Authors:	Huschens, Stefan
Other Persons:	Kurz-Kim, Jeong-Ryeol (contributor) ; Kurz-Kim, Jeong-Ryeol (contributor)
Institutions:	Technische Universität Dresden / Fakultät Wirtschaftswissenschaften (contributor)
Publisher:	Dresden : Techn. Univ., Fak. Wirtschaftswiss.
Subject:	Risiko \| Risk \| Theorie \| Theory \| Risikomaß \| Risk measure \| Varianzanalyse \| Analysis of variance \| Value at Risk

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