On multivariate extensions of value-at-risk

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Publication:391656

DOI10.1016/j.jmva.2013.03.016zbMath1287.91090arXiv1111.1349OpenAlexW2051291123MaRDI QIDQ391656

Areski Cousin, Elena Di Bernardino

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.1349




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