A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior

Research output: Contribution to Journal › Article › Academic

Original language	English
Pages (from-to)	31-39
Number of pages	9
Journal	Journal of Business and Economic Statistics
Volume	18
Issue number	1
DOIs	https://doi.org/10.2307/1392134
Publication status	Published - 2000

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@article{3aa7a7dfde594bd187c255abb4c1c60a,

title = "A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior",

author = "A. Lucas",

year = "2000",

doi = "10.2307/1392134",

language = "English",

volume = "18",

pages = "31--39",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor and Francis Ltd.",

number = "1",

}