Value-at-risk Trade-off and Capital Allocation with Copulas

✍ Scribed by Umberto Cherubini; Elisa Luciano

• Book ID: 110752849
• Publisher: John Wiley and Sons
• Year: 2001
• Tongue: English
• Weight: 348 KB
• Volume: 30
• Category: Article
• ISSN: 0391-5026
• DOI: 10.1111/j.0391-5026.2001.00055.x