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

Research output: Chapter/Conference proceeding › Chapter › Academic

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

Cite this

@inbook{bb61531526014a31ad7eeef1895183e6,

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

author = "{de Haan}, Laurens and DW Jansen and K Koedijk and {de Vries}, Casper",

year = "1994",

language = "Undefined/Unknown",

pages = "471--487",

editor = "J. Galambos",

booktitle = "Extreme value theory and applications",

}