Asset allocation using extreme value theory / by Younes Bensalah. (Bank of Canada working paper ; 2002-2)

Asset allocation using extreme value theory / by Younes Bensalah.

(Bank of Canada working paper ; 2002-2)

Call No. (NDL): DF111-A49
Bibliographic ID of National Diet Library: 000003699337

Material type: 図書

Author: Bensalah, Younes.ほか

Publisher: Bank of Canada

Publication date: 2002.

Material Format: Paper

Capacity, size, etc.: v, 20 p. : ill. ; 28 cm.

NDC: -

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Paper

Material Type: 図書
ISSN (series): 1192-5434
Title: Asset allocation using extreme value theory / by Younes Bensalah.
Series Title: Bank of Canada working paper ; 2002-2
Title Heading: Working paper (Bank of Canada) ; 2002-2.
Author Heading: Bensalah, Younes.
Bank of Canada.
Publication, Distribution, etc.: Ottawa : Bank of Canada
Publication Date: 2002.
Publication Date (W3CDTF): 2002
Extent: v, 20 p. : ill. ; 28 cm.
Place of Publication (Country Code): CA
Text Language Code: eng
Note (Text Language): Includes abstract in French.
Subject Heading: Portfolio management.
DDC: 332.6
NDLC: DF111
Note (Bibliography): Bibliography: p. 13.
Holding library: 国立国会図書館
Call No.: DF111-A49
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000003699337
http://id.ndl.go.jp/bib/000003699337
Bibliographic Record Category (NDL): 211