Multivariate value at risk and related topics.

Saved in:
Bibliographic Details
Title: Multivariate value at risk and related topics.
Authors: Prékopa, András1, prekopa@rutcor.rutgers.edu
Source: Annals of Operations Research; Mar2012, Vol. 193 Issue 1, p49-69, 21p
Database: Applied Science & Technology Source
FullText Links:
  – Type: pdflink
Text:
  Availability: 0
Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 70010795
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Multivariate value at risk and related topics.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AU" term="%22Prékopa%2C+András%22">Prékopa, András</searchLink><relatesTo>1</relatesTo>, <i>prekopa@rutcor.rutgers.edu</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Annals+of+Operations+Research%22">Annals of Operations Research</searchLink>; Mar2012, Vol. 193 Issue 1, p49-69, 21p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=70010795
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1007/s10479-010-0790-2
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 21
        StartPage: 49
    Titles:
      – TitleFull: Multivariate value at risk and related topics.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Prékopa, András
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 03
              Text: Mar2012
              Type: published
              Y: 2012
          Identifiers:
            – Type: issn-print
              Value: 02545330
          Numbering:
            – Type: volume
              Value: 193
            – Type: issue
              Value: 1
          Titles:
            – TitleFull: Annals of Operations Research
              Type: main
ResultId 1