Portfolio selection with heavy tails

Additional Metadata
Keywords	Value at Risk; heavy tails; backtesting
Thesis Advisor	Oorschot, J.A.
Persistent URL	hdl.handle.net/2105/60150
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	Tak, S.C. van der. (2021, November 4). Portfolio selection with heavy tails. Econometrie. Retrieved from http://hdl.handle.net/2105/60150

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