%0 Journal Article %1 journals/anor/BruneauFP20 %A Bruneau, Catherine %A Flageollet, Alexis %A Peng, Zhun %D 2020 %J Ann. Oper. Res. %K dblp %N 1 %P 165-197 %T Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios. %U http://dblp.uni-trier.de/db/journals/anor/anor284.html#BruneauFP20 %V 284

@article{journals/anor/BruneauFP20, added-at = {2020-08-13T00:00:00.000+0200}, author = {Bruneau, Catherine and Flageollet, Alexis and Peng, Zhun}, biburl = {https://www.bibsonomy.org/bibtex/20373bec2021c647952f06c1c250bc0e6/dblp}, ee = {https://doi.org/10.1007/s10479-018-3112-8}, interhash = {203ad6ec9ed5e4fbe49c2c5bed6c31ac}, intrahash = {0373bec2021c647952f06c1c250bc0e6}, journal = {Ann. Oper. Res.}, keywords = {dblp}, number = 1, pages = {165-197}, timestamp = {2020-08-14T11:37:59.000+0200}, title = {Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios.}, url = {http://dblp.uni-trier.de/db/journals/anor/anor284.html#BruneauFP20}, volume = 284, year = 2020 }