Value-at-risk and asset allocation with stable return distributions
| Year of publication: |
2002
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|---|---|
| Authors: | Mittnik, Stefan ; Rachev, Svetlozar ; Schwartz, Eduardo |
| Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl, ISSN 0002-6018, ZDB-ID 442x. - Vol. 86.2002, 1, p. 53-68
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