Publications
Type of Publication: Article in Journal
A semi-parametric approach to risk management
- Author(s):
- Kiesel, R.; Bingham, N. H.; Schmidt, R.
- Title of Journal:
- Quantitative Finance
- Volume (Publication Date):
- 3 (2003)
- pages:
- 426-441
- Link to complete version:
- http://www.tandfonline.com/doi/abs/10.1088/1469-7688/3/6/302?journalCode=rquf20