Birbiçer İ., Genç A. İ.
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, vol.53, no.11, pp.5573-5593, 2024 (SCI-Expanded, Scopus)
-
Publication Type:
Article / Article
-
Volume:
53
Issue:
11
-
Publication Date:
2024
-
Doi Number:
10.1080/03610918.2023.2196379
-
Journal Name:
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
-
Journal Indexes:
Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Computer & Applied Sciences, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
-
Page Numbers:
pp.5573-5593
-
Keywords:
Conditional value-at-risk, Distribution, Generalized T (GT), Portfolio, Risk measure, Tail variance
-
Çukurova University Affiliated:
Yes