The choice of the distribution of asset returns : how extreme value theory can help?
Year of publication: |
2005
|
---|---|
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
|
Subject: | Kapitaleinkommen | Capital income | Risikomanagement | Risk management | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | USA | United States | 1954-2003 |
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