On measuring nonlinear risk with scarce observations
From MaRDI portal
Publication:650755
DOI10.1007/s00780-009-0107-yzbMath1226.91066MaRDI QIDQ650755
Publication date: 27 November 2011
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-009-0107-y
91G10: Portfolio theory