Narrow search
Showing 1 - 4 of 4
Cover Image
Businesses risks aggregation with Copula
Kamdem, J. Sadefo - In: Journal of quantitative economics : official journal of … 9 (2011) 2, pp. 58-72
Persistent link: https://www.econbiz.de/10010337911
Cover Image
Δ-VaR and Δ-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC
Kamdem, J. Sadefo - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 325-336
Persistent link: https://www.econbiz.de/10009517631
Cover Image
Value-at-risk and expected shortfall for linear portfolios with elliptically distributed risk factors
Kamdem, Jules Sadefo - In: International journal of theoretical and applied finance 8 (2005) 5, pp. 537-551
Persistent link: https://www.econbiz.de/10003058599
Cover Image
VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors
Kamdem, Jules Sadefo - In: Annals of finance 8 (2012) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10009510573