Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios
Crossref DOI link: https://doi.org/10.1007/s10479-018-3112-8
Published Online: 2019-01-08
Published Print: 2020-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bruneau, Catherine
Flageollet, Alexis
Peng, Zhun
Text and Data Mining valid from 2019-01-08
Article History
First Online: 8 January 2019