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Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions.

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Title: Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions.
Authors: Ghossoub, Mario1 (AUTHOR) mario.ghossoub@uwaterloo.ca, Hall, Jesse2 (AUTHOR) jesse.hall@scotiabank.com, Saunders, David1 (AUTHOR) dsaunders@uwaterloo.ca
Source: Mathematics of Operations Research (INFORMS). May2023, Vol. 48 Issue 2, p1158-1182. 25p.
Database: Business Source Ultimate
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  Data: Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1287/moor.2022.1299
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      – Code: eng
        Text: English
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        PageCount: 25
        StartPage: 1158
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      – TitleFull: Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions.
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            NameFull: Ghossoub, Mario
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            NameFull: Hall, Jesse
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            NameFull: Saunders, David
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              Text: May2023
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              Y: 2023
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              Value: 48
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              Value: 2
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