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Multivariate risk measures: a directional approach for a value at risk
Conference Contributions
Overview
Overview
authors
TORRES DIAZ, RAUL ANDRES
LILLO RODRIGUEZ, ROSA ELVIRA
LANIADO RODAS, HENRY
event
International Conference on Risk Analysis (ICRA 6 / RISK 2015)
event place
BARCELONA
participation category
PONENCIA
publication date
2015