Extreme Financial Risks: From Dependence To Risk Management Didier Sornette
| Use attributes for filter ! | |
| Published | 2006 |
|---|---|
| Authors | Yannick Malevergne |
| Didier Sornette | |
| Media actions | www.worldcat.org |
| Get book actions | www.worldcat.org |
| Date of Reg. | |
| Date of Upd. | |
| ID | 4045743 |
About Extreme Financial Risks: From Dependence To Risk Management Didier Sornette
Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. ...