On multivariate extensions of the conditional value-at-risk measure (Q2347091): Difference between revisions

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-J. M. Fernández-Ponce
@@ Property / author: J. M. Fernández-Ponce / rank @@
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+J. M. Fernández-Ponce
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+https://doi.org/10.1016/j.insmatheco.2014.11.006
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+W2028814119
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+Coherent Measures of Risk
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+On Kendall's process
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+On multivariate extensions of value-at-risk
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+Publication:2347091