Fat-Tailed Models for Risk Estimation

By Stoyan Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Yotova, Frank J Fabozzi 3. Journal of Portfolio Management, 2011

67 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/7729b8bc9386d8f9a4f98e84c76c8edde2511b8c