Operationalizing safety first portfolio selection using extreme value theory

DW Jansen, CG (Kees) Koedijk, Casper de Vries

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Number of pages	28
Edition	Discussion Paper Series Tinbergen Institute 95-84
Publication status	Published - 1995

Series	Discussion Paper Series Tinbergen Institute
Volume	95-84

Research programs

@book{928fe96f697343d2a177a2f1b18bd85e,

title = "Operationalizing safety first portfolio selection using extreme value theory",

author = "DW Jansen and Koedijk, {CG (Kees)} and {de Vries}, Casper",

year = "1995",

language = "Undefined/Unknown",

series = "Discussion Paper Series Tinbergen Institute",

publisher = "Tinbergen Institute",

edition = "Discussion Paper Series Tinbergen Institute 95-84",

}