Portfolio selection through and extremality stochastic order
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ra'ul Torres & Rosa E. Lillo & Henry Laniado, 2015. "A Directional Multivariate Value at Risk," Papers 1502.00908, arXiv.org.
- Laniado Rodas, Henry & Lillo Rodríguez, Rosa Elvira & Torres Díaz, Raúl Andrés & Michele, Carlo de, 2016. "Directional multivariate extremes in environmental phenomena," DES - Working Papers. Statistics and Econometrics. WS 23419, Universidad Carlos III de Madrid. Departamento de Estadística.
- 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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