On Multivariate Extensions Of The Conditional Value-At-Risk Measure

Link

http://www.sciencedirect.com/science/article/pii/S0167668714001474

Volume

61

Page

1-Jan

Number

March

Year

2015

Categories

New Risk Measures

Publications

Insurance: Mathematics and Economics

Authors

Di Bernardino, E., Fernández-Ponce, J.M., Palacios-Rodríguez, F. , & Rodríguez-Griñolo, M.R.

Search CAS

The New CAS Portal is Now live!