Author:
Mainik Georg,Mitov Georgi,Rüschendorf Ludger
Subject
Economics and Econometrics,Finance
Reference45 articles.
1. The Central Limit Theorem for Real and Banach Valued Random Variables;Araujo,1980
2. Portfolio analysis under uncertain means, variances, and covariances;Barry;J. Financ.,1974
3. Asset allocation: combining investor views with market equilibrium;Black;J. Fixed Income,1991
4. Modelling time series extremes;Chavez-Demoulin;REVSTAT Stat. J.,2012
5. International diversification: an extreme value approach;Chollete;J. Bank. Financ.,2012
Cited by
31 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献