Vector-Valued Tail Value-at-Risk and Capital Allocation
Crossref DOI link: https://doi.org/10.1007/s11009-015-9444-9
Published Online: 2015-04-16
Published Print: 2016-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cossette, Hélène
Mailhot, Mélina
Marceau, Étienne
Mesfioui, Mhamed
Text and Data Mining valid from 2015-04-16