Publication:3620499
From MaRDI portal
zbMath1158.91394MaRDI QIDQ3620499
Stoyan V. Stoyanov, Steftcho Dokov, Svetlozar T. Rachev
Publication date: 14 April 2009
Related Items
Stochastic models for risk estimation in volatile markets: a survey, Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model, Skewed Kotz distribution with application to financial stock returns, Sensitivity of portfolio VaR and CVaR to portfolio return characteristics, Alternative Approximations to Value-At-Risk: A Comparison