Risk measures based on multivariate skew normal and skew f-mixture models
Sharon X. Lee and Geoffrey J. McLachlan
| Year of publication: |
2018
|
|---|---|
| Authors: | Lee, Sharon X. ; McLachlan, Geoffrey J. |
| Published in: |
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns. - Chichester, West Sussex, United Kingdom : Wiley, ISBN 978-1-119-28901-2. - 2018, p. 152-168
|
| Subject: | Statistische Verteilung | Statistical distribution | Theorie | Theory | Messung | Measurement | Risikomaß | Risk measure | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011978492