A comparative analysis of tail index based safety-first portfolios

Additional Metadata
Keywords	Safety-first; Heavy tails; Value-at-Risk; Expected Shortfall; Investment horizon
Thesis Advisor	Oorschot, J.A.
Persistent URL	hdl.handle.net/2105/60047
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Nommensen, W.L.C. (2021, November 4). A comparative analysis of tail index based safety-first portfolios. Econometrie. Retrieved from http://hdl.handle.net/2105/60047

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