Asset allocation using extreme value theory
By: by Younes Bensalah.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2002-2; Working paper (Bank of Canada) -- 2002-2.
Publisher: Bank of Canada
Published: 2002
Place of publication: Ottawa
Language: eng
Number of pages: 20
Notes: Distributed by the Government of Canada Depository Services Program.

Available also on the Internet.

Includes abstract in French.