Modeling and Comparing Dependencies in Multivariate Risk Portfolios
Year of publication: |
1998-05-01
|
---|---|
Authors: | Bauerle, Nicole ; Müller, Alfred |
Institutions: | Universität <Ulm> / Abteilung Mathematik <5> ; Institut für Wirtschaftstheorie und Operations-Research <Karlsruhe> |
Published in: | |
Subject: | Multivariate Analyse |
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