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"Efficient risk simulations for linear asset portfolios in the t-copula model."

Halis Sak, Wolfgang Hörmann, Josef Leydold (2010)

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DOI: 10.1016/J.EJOR.2009.06.025

access: closed

type: Journal Article

metadata version: 2020-10-26

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Halis Sak, Wolfgang Hörmann, Josef Leydold:
Efficient risk simulations for linear asset portfolios in the t-copula model. Eur. J. Oper. Res. 202(3): 802-809 (2010)

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