Risk management and portfolio selection using \alpha-stable regime switching models

Title:: Risk management and portfolio selection using \alpha-stable regime switching models
Author(s):: Reuss, Andreas; Olivares, Pablo; Seco, Luis; Zagst, Rudi
Journal title:: Applied Mathematical Sciences
Year:: 2016
Journal volume:: 10
Pages contribution:: 549-582
Fulltext / DOI:: doi:10.12988/ams.2016.512722
Publisher:: Hikari, Ltd.
E-ISSN:: 1314-7552
Date of publication:: 01.01.2016
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