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Myung Hyun Park
ORCID
Publication Activity (10 Years)
Years Active: 2016-2016
Publications (10 Years): 1
Top Topics
Portfolio Optimization
Heavy Tailed
Risk Measures
Evolutionary Algorithm
Top Venues
Comput. Stat. Data Anal.
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Publications
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Myung Hyun Park
,
Joseph H. T. Kim
Estimating extreme tail risk measures with generalized Pareto distribution.
Comput. Stat. Data Anal.
98 (2016)