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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/anor/IaquintaLML09>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Fabio_Lamantia>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Gaetano_Iaquinta>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Ivar_Massab%E2%88%9A%E2%89%A4>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Sergio_Ortobelli_Lozza>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1007%2Fs10479-007-0306-x>
foaf:homepage <https://doi.org/10.1007/s10479-007-0306-x>
dc:identifier DBLP journals/anor/IaquintaLML09 (xsd:string)
dc:identifier DOI doi.org%2F10.1007%2Fs10479-007-0306-x (xsd:string)
dcterms:issued 2009 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/anor>
rdfs:label Moment based approaches to value the risk of contingent claim portfolios. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Fabio_Lamantia>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Gaetano_Iaquinta>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Ivar_Massab%E2%88%9A%E2%89%A4>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Sergio_Ortobelli_Lozza>
swrc:number 1 (xsd:string)
swrc:pages 97-121 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/anor/IaquintaLML09/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/anor/IaquintaLML09>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/anor/anor165.html#IaquintaLML09>
rdfs:seeAlso <https://doi.org/10.1007/s10479-007-0306-x>
dc:subject Value at Risk; Contingent claims; Delta-gamma approximation; Distributional moments; Heavy tails; Asymmetry (xsd:string)
dc:title Moment based approaches to value the risk of contingent claim portfolios. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 165 (xsd:string)