Tail estimation and mean–VaR portfolio selection in markets subject to financial instability

✍ Scribed by Giorgio Consigli

• Book ID: 117528476
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 783 KB
• Volume: 26
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/s0378-4266(02)00267-4