Pages that link to "Item:Q6116449"
From MaRDI portal
The following pages link to On approximations of value at risk and expected shortfall involving kurtosis (Q6116449):
Displaying 5 items.
- (Q2888100) (← links)
- Adjusted empirical likelihood for value at risk and expected shortfall (Q2979015) (← links)
- (Q4709643) (← links)
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
- Kurtosis-based risk parity: methodology and portfolio effects (Q6158412) (← links)