Dependance Structure and Risk Measure

Cécile Kharoubi and Thierry Ané
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Cécile Kharoubi: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Date: 2003
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Published in Journal of Business, 2003, 76 (3)

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00165144

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