Multivariate Extremes at Work for Portfolio Risk Measurement
Multivariate Extremes at Work for Portfolio Risk Measurement
About this item
Full title
Multivariate Extremes at Work for Portfolio Risk Measurement
Author / Creator
Publisher
Fountain: Presses Universitaires de Grenoble
Journal title
Finance : Revue de l'Association Française de Finance, 2002-12, Vol.23 (2), p.125
Language
English
Formats
Publication information
Publisher
Fountain: Presses Universitaires de Grenoble
More information
Alternative Titles
Full title
Multivariate Extremes at Work for Portfolio Risk Measurement
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_reports_217657816
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_reports_217657816
Other Identifiers
ISSN
0752-6180
E-ISSN
2101-0145
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