You have access
Fat-Tailed Models for Risk Estimation
Stoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Yotova and Frank J. Fabozzi
The Journal of Portfolio Management Winter 2011, 37 (2) 107-117; DOI: https://doi.org/10.3905/jpm.2011.37.2.107