scientific article; zbMATH DE number 7400752

zbMATH Open1470.91243MaRDI QIDQ5152677

Daniel Iskra

Publication date: 24 September 2021

Full work available at URL: http://math.unipa.it/~circmat/Supplemento_83.pdf

Title of this publication is not available (Why is that?)

zbMATH Keywords

portfoliogeometric Brownian motionvalue at risk

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

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