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

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

ISSN: 1998-0159

Argitalpen urtea: 2011

Alea: 5

Zenbakia: 2

Orrialdeak: 85-92

Mota: Artikulua

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Datuen iturria: Scopus