J. Cotter
Quantile-based tail risk estimation for equity portfolios.
Cotter, J.; Dowd, K.
Citation
Cotter, J., & Dowd, K. (2009). Quantile-based tail risk estimation for equity portfolios. In G. Gregoriou (Ed.), The VaR Modelling Handbook: Practical Applications in Alternative INvesting, Banking, Insurance and Portfolio Management (297-313). (01). McGraw-Hill
| Publication Date | 2009 |
|---|---|
| Deposit Date | Aug 13, 2013 |
| Pages | 297-313 |
| Edition | 01 |
| Book Title | The VaR Modelling Handbook: Practical Applications in Alternative INvesting, Banking, Insurance and Portfolio Management |
| Public URL | https://durham-repository.worktribe.com/output/1651689 |
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