Remarks on a copula-based conditional value at risk for the portfolio problem

Andres Mauricio Molina Barreto, Naoyuki Ishimura. Remarks on a copula-based conditional value at risk for the portfolio problem. Int. Syst. in Accounting, Finance and Management, 30(3):150-170, July/September 2023. [doi]

Authors

Andres Mauricio Molina Barreto

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Naoyuki Ishimura

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