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"Approximation of some multivariate risk measures for Gaussian risks."

Enkelejd Hashorva (2019)

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DOI: 10.1016/J.JMVA.2018.10.006

access: closed

type: Journal Article

metadata version: 2020-02-22

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Enkelejd Hashorva:
Approximation of some multivariate risk measures for Gaussian risks. J. Multivar. Anal. 169: 330-340 (2019)

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