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

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Name	Research Memorandum
No.	1997-56

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@techreport{bf19f2cbc0584549a6dd449f47f00a48,

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

author = "A. Lucas",

year = "1997",

language = "English",

series = "Research Memorandum",

publisher = "FEWEB",

number = "1997-56",

type = "WorkingPaper",

institution = "FEWEB",

}