Dennis Manko

University of Freiburg - Institut für Mathematische Stochastik

D-79104, Freiburg

Germany

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VaR Bounds for Joint Portfolios with Dependence Constraints

Number of pages: 16 Posted: 13 Jun 2016

Giovanni Puccetti, Ludger Rüschendorf and Dennis Manko

University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Freiburg and University of Freiburg - Institut für Mathematische Stochastik

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