Tail Conditional Expectation for Multivariate Pareto Portfolio

By Arthur Chiragiev and Zinoviy Landsman

Determination of risk capital is a subject of active interest to researchers, regulators of financial institutes and commercial vendors of financial products and services. Recently, there has been... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 383831557X
• ISBN13: 9783838315577
• Release Date: October 2009
• Publisher: LAP Lambert Academic Publishing
• Length: 88 Pages
• Weight: 0.31 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"