"Properties and calculation of multivariate risk measures: MVaR and MCVaR."

Jinwook Lee, András Prékopa (2013)

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DOI: 10.1007/S10479-013-1482-5

access: closed

type: Journal Article

metadata version: 2020-08-13

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Jinwook Lee, András Prékopa:
Properties and calculation of multivariate risk measures: MVaR and MCVaR. Ann. Oper. Res. 211(1): 225-254 (2013)

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