Multivariate value at risk and related topics.
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| 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 |
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