List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Fat tails, VaR and subadditivity Journal of Econometrics | 2017-05-12 | Paper |
| Comparing downside risk measures for heavy tailed distributions Economics Letters | 2013-01-08 | Paper |
Research outcomes over time
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