Turning tail risks into tailwinds

Jérôme Gava, Francisco Guevara, and Julien Turc

Year of publication:	2021
Authors:	Gava, Jérôme ; Guevara, Francisco ; Turc, Julien
Subject:	Portfolio construction \| risk management \| VAR and use of alternative risk measures of trading risk \| tail risks \| Risikomanagement \| Risk management \| Risikomaß \| Risk measure \| Risiko \| Risk \| Portfolio-Management \| Portfolio selection \| Messung \| Measurement \| Bankrisiko \| Bank risk

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doi.org

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.3905/jpm.2021.1.205 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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