Fat-tailed models for risk estimation

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

Research output: Contribution to journalArticlepeer-review

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


Dive into the research topics of 'Fat-tailed models for risk estimation'. Together they form a unique fingerprint.

Cite this