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

Laurens de Haan, DW Jansen, K Koedijk, Casper de Vries

Research output: Chapter/Conference proceedingChapterAcademic

Original languageUndefined/Unknown
Title of host publicationExtreme value theory and applications
EditorsJ. Galambos
Place of PublicationDordrecht
Pages471-487
Number of pages17
Publication statusPublished - 1994

Research programs

  • EUR ESE 01

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