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Multivariate value at risk and related topics.

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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
Description
ISSN:02545330
DOI:10.1007/s10479-010-0790-2