HAL (Le Centre pour la Communication Scientifique Directe) · 2003 · 48 citations · 7 references
Open access
ManagementFinanceRisk ManagementFinancial EconomicsPortfolio ManagementQuantitative FinanceFinancial RiskPortfolio Risk ManagementPortfolio TheoryRisk MeasurementRisk-return AnalysisValue At RiskElliptical DistributionsExpected ShortfallExpected Shortfall AnalysisExpected Shortfall EstimationMultivariate Normal DistributionPortfolio Risk EstimationPortfolio Value At Risk
Ce article est publié en Août (2005) dans International journal of theoretical and Applied finance.
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