TY -
GEN
AU - Theodossiou, Panayiotis
TI -
Risk Measures for Investment Values and Returns Based on Skewed-Heavy Tailed Distributions
Analytical Derivations and Comparison
PB - SSRN
KW - downside risk
KW - expected shortfall
KW - flexible distributions
KW - risk management
KW - SGT
KW - value at risk
PY - [2020]
N2 - Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 5, 2020 erstellt
CY - [S.l.]
UR - https://katalog.slub-dresden.de/en/?cHash=0bb8bd27a7fbde41cd02875a74ca0f3d&tx_find_find%5Baction%5D=citation&tx_find_find%5Bcontroller%5D=Search&tx_find_find%5Bid%5D=0-1859747906&tx_find_find%5Btype%5D=ris
ER -