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Remarks on a copula-based conditional value at risk for the portfolio problem
Molina Barreto, Andres Mauricio; Ishimura, Naoyuki - In: Intelligent systems in accounting, finance & management 30 (2023) 3, pp. 150-170
Persistent link: https://www.econbiz.de/10014375330
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Evolution of multivariate copulas in continuous and discrete processes
Yoshizawa, Yasukazu; Ishimura, Naoyuki - In: Intelligent systems in accounting finance and … 25 (2018) 1, pp. 44-59
Persistent link: https://www.econbiz.de/10011890511