Extreme financial risks : from dependence to risk management

Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. This book offers an original an...

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Bibliografiska uppgifter
Huvudupphovsman: Malevergne, Yannick
Materialtyp: Bok
Språk:Undetermined
Publicerad: New York Springer-Verlag 2006
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