A comparison of techniques for dynamic multivariate risk measures
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MIC-2013-05-11 (Microeconomics)
- NEP-RMG-2013-05-11 (Risk Management)
- NEP-UPT-2013-05-11 (Utility Models & Prospect Theory)
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