Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns

A. Mbairadjim Moussa, J. Sadefo Kamdem, M. Terraza

DOI: 10.1016/j.econmod.2014.02.036
Published: 2014-04
Container: Economic Modelling
Publisher: Not recorded
Open access: no

Credibility signals

limited evidence Score 43/100 under policy 1.0.0. This is a metadata assessment, not a judgment of the paper's conclusions.

Show all credibility signals

cautionDOI registered: No matching Crossref record was present in this response. Source: Crossref; license: CC0 metadata
cautionDOI resolves: No matching Crossref record was present in this response. Source: Crossref; license: CC0 metadata
not scoredDirectory of Open Access Journals: No matching DOAJ record was present in this response. No allow-list match; this is not evidence of low credibility. Source: DOAJ; license: CC0
not scoredMEDLINE indexed: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredOpenAlex core source: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredKnown publisher allow-list: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredROR affiliation: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredRetraction Watch retraction: No retraction notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
not scoredRetraction Watch expression of concern: No expression of concern notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
not scoredRetraction Watch correction: No correction notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
not scoredRetraction Watch reinstatement: No reinstatement notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
not scoredOpen access status: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredPublication license: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
cautionMetadata completeness: 5 of 6 scored descriptive metadata groups are present; missing fields increase uncertainty. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer

Cite this work

BibTeX

@article{allodium:10.1016/j.econmod.2014.02.036,
  title = {Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns},
  author = {A. Mbairadjim Moussa and J. Sadefo Kamdem and M. Terraza},
  year = {2014},
  journal = {Economic Modelling},
  doi = {10.1016/j.econmod.2014.02.036},
  url = {https://doi.org/10.1016/j.econmod.2014.02.036}
}

RIS

TY  - JOUR
TI  - Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns
AU  - A. Mbairadjim Moussa
AU  - J. Sadefo Kamdem
AU  - M. Terraza
PY  - 2014
JO  - Economic Modelling
DO  - 10.1016/j.econmod.2014.02.036
UR  - https://doi.org/10.1016/j.econmod.2014.02.036
ER  -

APA

Moussa, A. M., Kamdem, J. S., & Terraza, M. (2014). Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns. Economic Modelling. https://doi.org/10.1016/j.econmod.2014.02.036

Source records

hal · retrieved 2026-09-25T03:21:09.997Z