Monte Carlo Value-At-Risk and Expected Shortfall of Efficient-Frontier Investment Portfolios: Testing Gaussian Versus Vine Copulas and Normal Versus Empirical Marginals
Book chapter (April 2024)
The most recent citing publications are shown below. View all 20 publications that cite this research output on Dimensions.
Book chapter (April 2024)
Article in Hacettepe Journal of Mathematics and Statistics (October 2023)
Article in IEEE Access (January 2023)