"Portfolio Tail Risk: A Multivariate Extreme Value Theory Approach."

Milos Bozovic (2020)

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DOI: 10.3390/E22121425

access: open

type: Journal Article

metadata version: 2021-06-01

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Milos Bozovic:
Portfolio Tail Risk: A Multivariate Extreme Value Theory Approach. Entropy 22(12): 1425 (2020)

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