Stable ETL Optimal Portfolios and Extreme Risk Management
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Publication:3606101
DOI10.1007/978-3-7908-2050-8_11zbMath1154.91471MaRDI QIDQ3606101
Stoyan V. Stoyanov, Borjana Racheva, Svetlozar T. Rachev, R. Douglas Martin
Publication date: 26 February 2009
Published in: Contributions to Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-7908-2050-8_11
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