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  Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?
 
 
Title: Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?
Author: Grabchak, Michael
Appeared in: Annals of finance
Paging: Volume 10 (2014) nr. 4 pages 553-568
Year: 2014
Contents:
Publisher: Springer Berlin Heidelberg, Berlin/Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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