Multivariate value at risk and related topics
Work
Year: 2010
Type: article
Source: Annals of Operations Research
Author András Prékopa
Institution Rutgers, The State University of New Jersey
Cites: 27
Cited by: 47
Related to: 10
FWCI: 2.732
Citation percentile (by year/subfield): 96.88
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed