The choice of the distribution of asset returns : how extreme value theory can help?
François Longin
| Year of publication: |
2005
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|---|---|
| Authors: | Longin, François M. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 4, p. 1017-1035
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| Subject: | Kapitaleinkommen | Capital income | Risikomanagement | Risk management | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | USA | United States | 1954-2003 |
| 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/10002601166