AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS (Q4658677)
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scientific article; zbMATH DE number 2146986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS |
scientific article; zbMATH DE number 2146986 |
Statements
AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS (English)
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18 March 2005
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Structure variable method
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multiple asset allocation
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catastrophic risks
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extreme value theory
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