AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS
BRADLEY, BRENDAN O., TAQQU, MURAD S.Volume:
7
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024904002815
Date:
December, 2004
File:
PDF, 796 KB
english, 2004