Multivariate TVaR-Based Risk Decomposition for Vector-Valued Portfolios

Author： Mailhot Mélina   Mesfioui Mhamed  

Publisher： MDPI

E-ISSN： 2227-9091|4|4|33-33

ISSN： 2227-9091

Source： Risks, Vol.4, Iss.4, 2016-09, pp. : 33-33

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