The Computation of Risk Budgets under the Lévy Process Assumption

Olivier Le Courtois and Christian Walter ()
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Olivier Le Courtois: EM - EMLyon Business School

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Date: 2014-06-01
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Citations: View citations in EconPapers (2)

Published in Finance, 2014, 35 (2)

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Related works:
Journal Article: The Computation of Risk Budgets under the Lévy Process Assumption (2014)
Working Paper: The Computation of Risk Budgets under the Lévy Process Assumption (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02313172

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