Extremal financial risk models and portfolio evaluation

Zhengjun Zhang, James Huang. Extremal financial risk models and portfolio evaluation. Computational Statistics & Data Analysis, 51(4):2313-2338, 2006. [doi]

Authors

Zhengjun Zhang

This author has not been identified. Look up 'Zhengjun Zhang' in Google

James Huang

This author has not been identified. Look up 'James Huang' in Google