Tail Conditional Variance of Portfolio and Applications in Financial Engineering

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Bibliographic Details
Published in:Systems engineering procedia 2011, Vol.2, p.213-221
Main Authors: Jiang, Chun-fu, Yang, Yu-kuan
Format: Article
Language:English
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ISSN:2211-3819
2211-3819
DOI:10.1016/j.sepro.2011.10.026