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]
@article{BarretoI23,
title = {Remarks on a copula-based conditional value at risk for the portfolio problem},
author = {Andres Mauricio Molina Barreto and Naoyuki Ishimura},
year = {2023},
month = {July/September},
doi = {10.1002/isaf.1540},
url = {https://doi.org/10.1002/isaf.1540},
researchr = {https://researchr.org/publication/BarretoI23},
cites = {0},
citedby = {0},
journal = {Int. Syst. in Accounting, Finance and Management},
volume = {30},
number = {3},
pages = {150-170},
}