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"Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities ..."

Jules Sadefo Kamdem (2003)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-01-10

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/cs-CE-0310043
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  persistent URL:
  - https://dblp.org/rec/journals/corr/cs-CE-0310043
Jules Sadefo Kamdem:
Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities with mixture of elliptic Distributed Risk Factors. CoRR cs.CE/0310043 (2003)

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