A new proposal for computing portfolio valueat-risk for semi-nonparametric distributions

  1. Ñíguez, T.-M.
  2. Perote, J.
Journal:
International Journal of Mathematics and Computers in Simulation

ISSN: 1998-0159

Year of publication: 2011

Volume: 5

Issue: 2

Pages: 85-92

Type: Article

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Data source: Scopus