A comparison of non-Gaussian VaR estimation and portfolio construction techniques

Allen, D Lizieri, C Satchell, S

Permalink

Closed Access

	Filename	Description	Size
	10.1016 j.jempfin.2020.07.001.pdf	Published version	543.3 kB	Adobe PDF	View/Open

Copyright Clearance Process

This item is closed access and not available.

Full metadata record

Field	Value	Language
dc.contributor.author	Allen, D
dc.contributor.author	Lizieri, C
dc.contributor.author	Satchell, S
dc.date.accessioned	2020-08-26T06:33:24Z
dc.date.available	2020-08-26T06:33:24Z
dc.date.issued	2020-09
dc.identifier.citation	Journal of Empirical Finance, 2020, 58, pp. 356-368
dc.identifier.issn	0927-5398
dc.identifier.uri	http://hdl.handle.net/10453/142383
dc.language	en
dc.publisher	Elsevier BV
dc.relation.ispartof	Journal of Empirical Finance
dc.relation.isbasedon	10.1016/j.jempfin.2020.07.001
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject	1402 Applied Economics, 1403 Econometrics, 1502 Banking, Finance and Investment
dc.subject.classification	Finance
dc.title	A comparison of non-Gaussian VaR estimation and portfolio construction techniques
dc.type	Journal Article
utslib.citation.volume	58
utslib.for	1402 Applied Economics
utslib.for	1403 Econometrics
utslib.for	1502 Banking, Finance and Investment
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney
utslib.copyright.status	closed_access	*
dc.date.updated	2020-08-26T06:33:19Z
pubs.publication-status	Accepted
pubs.volume	58

Please use this identifier to cite or link to this item: