A multivariate CVaR risk measure from the perspective of portfolio risk management
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Publication:5073012
DOI10.1080/03461238.2021.1944905zbMath1490.91248OpenAlexW3180712247MaRDI QIDQ5073012
Huameng Jia, Jun Cai, Tiantian Mao
Publication date: 5 May 2022
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2021.1944905
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