"Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities ..."

Jules Sadefo Kamdem (2003)

> Home

Details and statistics

DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-01-10

- view
  - electronic edition @ arxiv.org (open access)
- export record
  dblp key:
  - journals/corr/cs-CE-0310043
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/corr/cs-CE-0310043
Jules Sadefo Kamdem:
Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities with mixture of elliptic Distributed Risk Factors. CoRR cs.CE/0310043 (2003)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.