Bihary, Zsolt and Csóka, Péter and Szabó, Dávid Zoltán (2020) Spectral risk measure of holding stocks in the long run. ANNALS OF OPERATIONS RESEARCH, 295. pp. 75-89. ISSN 0254-5330 (print); 1572-9338 (online)
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Bihary2020_Article_SpectralRiskMeasureOfHoldingSt.pdf Available under License Creative Commons Attribution. Download (572kB) | Preview |
Official URL: https://doi.org/10.1007/s10479-020-03678-6
| Item Type: | Article |
|---|---|
| Subjects: | H Social Sciences / társadalomtudományok > HG Finance / pénzügy > HG4 Stock market, exchange / tőzsde |
| SWORD Depositor: | MTMT SWORD |
| Depositing User: | MTMT SWORD |
| Date Deposited: | 05 Feb 2021 09:21 |
| Last Modified: | 05 Feb 2021 09:21 |
| URI: | http://real.mtak.hu/id/eprint/120693 |
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