Modelling dynamic portfolio risk using risk drivers of elliptical processes
| Year of publication: |
2009
|
|---|---|
| Authors: | Schmidt, Rafael ; Schmieder, Christian |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 44.2009, 2, p. 229-244
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