Efficient risk simulations for linear asset portfolios in the t-copula model
| Year of publication: |
2010
|
|---|---|
| Authors: | Ehsani, Maryam ; Makui, Ahmad ; Sadi Nezhad, Soheil |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 202.2010, 3 (1.5.), p. 802-810
|