Value-at-risk trade-off and capital allocation with copulas

Economic Notes

Volumn 30, Issue 2, 2001, Pages 235-256

  Cherubini, Umberto ^a   Luciano, Elisa ^b  

^a UNIVERSITY OF BOLOGNA   (Italy)

^b UNIVERSITY OF TURIN   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 28044450658     PISSN: 03915026     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0391-5026.2001.00055.x     Document Type: Article

References (14)

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