Measuring Portfolio Risk under Partial Dependence Information

Carole Bernard, Michel Denuit and Steven Vanduffel ()

No 2014009, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2014-01-01
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Related works:
Journal Article: MEASURING PORTFOLIO RISK UNDER PARTIAL DEPENDENCE INFORMATION (2018)
Working Paper: Measuring Portfolio Risk Under Partial Dependence Information (2018)
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