@misc
{TN_libero_mab2,
author = {
Theodossiou, Panayiotis
},
title = {
Risk Measures for Investment Values and Returns Based on Skewed-Heavy Tailed Distributions
Analytical Derivations and Comparison
},
publisher = {SSRN},
keywords = {
downside risk
,
expected shortfall
,
flexible distributions
,
risk management
,
SGT
,
value at risk
},
year = {[2020]},
abstract = {Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 5, 2020 erstellt},
address = {
[S.l.]
},
url = {
https://katalog.slub-dresden.de/en/?cHash=a8fa44d3bda0cb9d524c2f0ab6715df9&tx_find_find%5Baction%5D=citation&tx_find_find%5Bcontroller%5D=Search&tx_find_find%5Bid%5D=0-1859747906&tx_find_find%5Btype%5D=bibtex
}
}