Fat-tailed models for risk estimation

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

Research output: Contribution to journal › Article › peer-review

28 Scopus citations

Original language	English
Pages (from-to)	107-117
Number of pages	11
Journal	Journal of Portfolio Management
Volume	37
Issue number	2
DOIs	https://doi.org/10.3905/jpm.2011.37.2.107
State	Published - Dec 2011

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AU - Rachev, Svetlozar T.

AU - Racheva-Yotova, Boryana

AU - Fabozzi, Frank J.

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