Pages that link to "Item:Q998273"
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The following pages link to Portfolio diversification under local and moderate deviations from power laws (Q998273):
Displaying 9 items.
- Simulating and calibrating diversification against black swans (Q310955) (← links)
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- Bounds on total economic capital: the DNB case study (Q482086) (← links)
- Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks (Q635960) (← links)
- Dependence structure of risk factors and diversification effects (Q659262) (← links)
- Bounds for the sum of dependent risks having overlapping marginals (Q1041073) (← links)
- Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
- Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
- On the robustness of location estimators in models of firm growth under heavy-tailedness (Q2451782) (← links)