Measuring the risk of a non-linear portfolio with...

Measuring the risk of a non-linear portfolio with fat-tailed risk factors through a probability conserving transformation

Date, P., Bustreo, R.
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Language:
english
Journal:
IMA Journal of Management Mathematics
DOI:
10.1093/imaman/dpu015
Date:
August, 2014
File:
PDF, 274 KB
english, 2014
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