"Tail variance of portfolio under generalized Laplace distribution."

Chunfu Jiang, Hongyi Peng, Yu-Kuan Yang (2016)

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DOI: 10.1016/J.AMC.2016.02.005

access: closed

type: Journal Article

metadata version: 2020-02-21

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Chunfu Jiang, Hongyi Peng, Yu-Kuan Yang:
Tail variance of portfolio under generalized Laplace distribution. Appl. Math. Comput. 282: 187-203 (2016)

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