Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/anor/BruneauFP20
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Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios.
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Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios.
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