Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/195388 
Authors: 
Year of Publication: 
2017
Citation: 
[Journal:] Revista de Métodos Cuantitativos para la Economía y la Empresa [ISSN:] 1886-516X [Volume:] 24 [Publisher:] Universidad Pablo de Olavide [Place:] Sevilla [Year:] 2017 [Pages:] 209-219
Publisher: 
Universidad Pablo de Olavide, Sevilla
Subjects: 
value at risk
loss aggregation
comonotonicity
diversification
JEL: 
G11
G22
Creative Commons License: 
cc-by-sa Logo
Document Type: 
Article

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