Fat-tailed models for risk estimation

Stoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Yotova, Frank J. Fabozzi

Research output: Contribution to journalArticlepeer-review

18 Scopus citations
Original languageEnglish
Pages (from-to)107-117
Number of pages11
JournalJournal of Portfolio Management
Volume37
Issue number2
DOIs
StatePublished - Dec 2011

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