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

✍ Scribed by Jules Sadefo Kamdem

• Publisher: Springer
• Year: 2009
• Tongue: English
• Weight: 379 KB
• Volume: 8
• Category: Article
• ISSN: 1614-2446
• DOI: 10.1007/s10436-009-0138-6