Portfolio diversification under local and moderate deviations from power laws (Q998273)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio diversification under local and moderate deviations from power laws |
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Statements
Portfolio diversification under local and moderate deviations from power laws (English)
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28 January 2009
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heavy-tailed risks
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nonlinear transformations
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portfolios
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diversification
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riskiness
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value at risk
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risk bounds
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Pareto-type distributions
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power laws
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local and moderate deviations
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domain of attraction of stable distributions
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