Portfolio optimization and risk management under non-normal stable and tempered stable distributions in Islamic finance
Year of publication: |
2014
|
---|---|
Authors: | Bekri, Mahmoud |
Subject: | Islamisches Finanzsystem | Islamic finance | Risiko | Risk | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory | Schätzung | Estimation | Islamische Staaten | Islamic countries | 2002-2007 |
Description of contents: | Table of Contents [gbv.de] |
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Extreme financial risks : from dependence to risk management
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Tempered stable models for Islamic finance asset management
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Tempered stable models for Islamic finance asset management
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