Items where Author is "Samorodnitsky, Gennady"
Number of items: 3.
Fat tails, VaR and subadditivity.
Danielsson, Jon and de Vries, Casper G. and Jorgensen, Bjorn and Samorodnitsky, Gennady and Mandira, Sarma
Fat tails, VaR and subadditivity.
Danielsson, Jon and Jorgensen, Bjorn N. and Samorodnitsky, Gennady and Sarma, Mandira and de Vries, Casper G.
Subadditivity re–examined:the case for value-at-risk.
Danielsson, Jon and Jorgensen, Bjørn N. and Mandira, Sarma and Samorodnitsky, Gennady and Vries, C. G. de
