Safety first portfolio selection, extreme value theory and long run asset risks

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

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	Undefined/Unknown
Title of host publication	Extreme value theory and applications
Editors	J. Galambos et al.
Place of Publication	Dordrecht
Pages	471-487
Number of pages	17
Publication status	Published - 1994

Research programs

@inbook{5901b503edbc4bdbb8fd7e7705208ec8,

title = "Safety first portfolio selection, extreme value theory and long run asset risks",

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

year = "1994",

language = "Undefined/Unknown",

pages = "471--487",

editor = "{Galambos et al.}, J.",

booktitle = "Extreme value theory and applications",

}