Cite
HARVARD Citation
Gijbels, I. et al. (2018). Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence. Applied mathematical finance. 25 (1), pp. 66-106. [Online].
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Gijbels, I. et al. (2018). Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence. Applied mathematical finance. 25 (1), pp. 66-106. [Online].