"Multidimensional portfolio risk measurement: a mixed copula approach."

Wen-Li Cai et al. (2020)

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DOI: 10.1504/IJCSM.2020.111708

access: closed

type: Journal Article

metadata version: 2020-12-22

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Wen-Li Cai, Na Liu, Yu-Xuan Wu, Xiang-Dong Liu:
Multidimensional portfolio risk measurement: a mixed copula approach. Int. J. Comput. Sci. Math. 12(3): 228-238 (2020)

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