Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?
Crossref DOI link: https://doi.org/10.1007/s10436-014-0249-6
Published Online: 2014-04-29
Published Print: 2014-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Grabchak, Michael
Text and Data Mining valid from 2014-04-29