A semi-parametric approach to risk management (Q4647288)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7001625
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A semi-parametric approach to risk management |
scientific article; zbMATH DE number 7001625 |
Statements
A semi-parametric approach to risk management (English)
0 references
14 January 2019
0 references
portfolio selection
0 references
risk management
0 references
semi-parametric approach
0 references
normal variance-mean mixtures
0 references
tails
0 references
0 references
0 references
0 references
0.8387227058410645
0 references
0.7869477868080139
0 references
0.7517151236534119
0 references
0.7458244562149048
0 references
