Correlations and copulas for decision and risk analysis

Management Science

Volumn 45, Issue 2, 1999, Pages 208-224

  Clemen, Robert T ^a   Reilly, Terence ^b  

^a DUKE UNIVERSITY   (United States)

^b BABSON COLLEGE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; DECISION MAKING; DECISION THEORY; NORMAL DISTRIBUTION; RANDOM PROCESSES; SENSITIVITY ANALYSIS;

CONDITIONAL DISTRIBUTIONS; MARGINAL DISTRIBUTIONS; MULTIVARIATE NORMAL COPULA;

RISK MANAGEMENT;

EID: 0032656018     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.45.2.208     Document Type: Article

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