Tail Variance Premium with Applications for Elliptical Portfolio of Risks (Q3632844): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 14:08, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Tail Variance Premium with Applications for Elliptical Portfolio of Risks |
scientific article |
Statements
Tail Variance Premium with Applications for Elliptical Portfolio of Risks (English)
0 references
15 June 2009
0 references