Fat tails, VaR and subadditivity - Concepedia

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Fat tails, VaR and subadditivity

126

Citations

29

References

2012

Year

Jón Danı́elsson, Bjørn Jorgensen, Gennady Samorodnitsky, Mandira Sarma, Casper G. de Vries

Journal of Econometrics

EconomicsEngineeringEconomic AnalysisProbability TheoryMathematical StatisticFat TailsStatisticsEquity Metric

References

	Year	Citations

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