Why standard risk models failed . . . ? -- An approach based on Extreme Value Theory as a measure to quantify market risk of equity securities and portfolios (2009)
by
Áurea Ponte Marques
BibTeX
@MISC{Marques09whystandard,
author = {Áurea Ponte Marques},
title = {Why standard risk models failed . . . ? -- An approach based on Extreme Value Theory as a measure to quantify market risk of equity securities and portfolios},
year = {2009}
}
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