Article
- Title:
- Semiparametric Estimation of Multi-asset Portfolio Tail Risk
- Author:
-
Alexandra Dias
(Leicester U)
- Journal:
-
Journal of Banking and Finance
- Year:
- 2014
- Volume:
- 49
- Pages:
- 398-408
- JEL codes:
-
G11 - Portfolio Choice; Investment Decisions
G12 - Asset Pricing; Trading volume; Bond Interest Rates
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