VaR and ES for linear portfolios with mixture of elliptic distributions risk factors

✍ Scribed by Jules Sadefo Kamdem

• Publisher: Springer-Verlag
• Year: 2007
• Tongue: English
• Weight: 266 KB
• Volume: 10
• Category: Article
• ISSN: 1432-9360
• DOI: 10.1007/s00791-007-0073-x