Involving copula functions in Conditional Tail Expectation
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References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-29 (All new papers)
- NEP-BAN-2012-05-29 (Banking)
- NEP-RMG-2012-05-29 (Risk Management)
- NEP-UPT-2012-05-29 (Utility Models & Prospect Theory)
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