A new proposal for computing portfolio valueat-risk for semi-nonparametric distributions
- Ñíguez, T.-M.
- Perote, J.
ISSN: 1998-0159
Année de publication: 2011
Volumen: 5
Número: 2
Pages: 85-92
Type: Article
Revue:
International Journal of Mathematics and Computers in Simulation