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elliptical copula, asymmetric marginals, mean-variance, portfolio management
Model risk, Risk Aggregation, Total economic capital, Value-at-Risk, Diversification benefit, Rearrangement Algorithm.
EM algorithm, generalized hyperbolic distribution, NIG, skew probability distribution, skew Student's t
portfolio financial assets, univariate, multivariate, multivariate normal inverse Gaussian, MNIG,heavy tails ,skewness , GARCH, value-at-risk, VAR
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