Portfolio selection through and extremality stochastic order
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- Torres, Raúl & Lillo, Rosa E. & Laniado, Henry, 2015. "A directional multivariate value at risk," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 111-123.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-07-01 (All new papers)
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