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Risk management under extreme events

International Review of Financial Analysis, 14(2): 113--148, 2005.
Authors: Viviana Fernandez
URL: http://www.sciencedirect.com/science/article/B6W4W-4CXKK3B-1/1/82c7ad2b12231037da8a5a12f2cb6886
Tags: Extreme theory value
| URL | BibTeX  
@article{Fernandez2005,
title = {Risk management under extreme events},
author = {Viviana Fernandez},
journal = {International Review of Financial Analysis},
number = {2},
pages = {113--148},
url = {http://www.sciencedirect.com/science/article/B6W4W-4CXKK3B-1/1/82c7ad2b12231037da8a5a12f2cb6886},
volume = {14},
year = {2005},
keywords = {Extreme theory value }
}