Portfolio selection through and extremality stochastic order
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- 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.
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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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