Dependence Uncertainty Bounds for the Expectile of a Portfolio

Author： Jakobsons Edgars   Vanduffel Steven  

Publisher： MDPI

E-ISSN： 2227-9091|3|4|599-623

ISSN： 2227-9091

Source： Risks, Vol.3, Iss.4, 2015-12, pp. : 599-623

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