%0
Generic
%T
The worst case GARCH-copula CVaR approach for portfolio optimisation
evidence from financial markets
%A Alotaibi, Tahani S.
%A Dalla Valle, Luciana
%A Craven, Matthew J.
%@ 1911-8074
%K Aufsatz in Zeitschrift
%D 2022
%U http://slubdd.de/katalog?TN_libero_mab2