authors
- LANIADO RODAS, HENRY
- LILLO RODRIGUEZ, ROSA ELVIRA
- ROMO URROZ, JUAN
On the Multivariate Extremality Measure
Conference Contributions
Overview
event
- Stochastic Modelling Techniques and Data Analysis International Conference (SMTDA 2010)
event place
- Chania, Creta
country
- GRECIA
participation category
- PONENCIA
web site
publication date
- 2010
Classification
keywords
- extremality; oriented cone; value at risk; portfolio selection