Remarks on a copula-based conditional value at risk for the portfolio problem

Andres Mauricio Molina Barreto, Naoyuki Ishimura

Year of publication:	2023
Authors:	Molina Barreto, Andres Mauricio ; Ishimura, Naoyuki
Subject:	conditional value at risk \| copula \| portfolio problem \| risk measure \| Risikomaß \| Risk measure \| Portfolio-Management \| Portfolio selection \| Multivariate Verteilung \| Multivariate distribution \| Theorie \| Theory \| Messung \| Measurement \| Risiko \| Risk \| Kapitaleinkommen \| Capital income

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