Investment Management & Financial Innovations (Dec 2006)

VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns

Fabio Lamantia,
Sergio Ortobelli,
Svetlozar Rachev

Affiliations

Fabio Lamantia
Sergio Ortobelli
Svetlozar Rachev

Journal volume & issue: Vol. 3, no. 4

Abstract

No abstracts available.

Published in Investment Management & Financial Innovations

ISSN: 1810-4967 (Print); 1812-9358 (Online)
Publisher: LLC "CPC "Business Perspectives"
Country of publisher: Ukraine
LCC subjects: Social Sciences: Finance
Website: https://businessperspectives.org/journals/investment-management-and-financial-innovations?category_id=30

About the journal