@article{DMPS_2013_33_1-2_a9,
author = {Esqu{\'\i}vel, Manuel and Dimas, Lu{\'\i}s and Mexia, Jo\~ao and Didier, Philippe},
title = {Small perturbations with large effects on value-at-risk},
journal = {Discussiones Mathematicae. Probability and Statistics},
pages = {151--169},
publisher = {mathdoc},
volume = {33},
number = {1-2},
year = {2013},
zbl = {1315.60021},
language = {en},
url = {https://geodesic-test.mathdoc.fr/item/DMPS_2013_33_1-2_a9/}
}
TY - JOUR AU - Esquível, Manuel AU - Dimas, Luís AU - Mexia, João AU - Didier, Philippe TI - Small perturbations with large effects on value-at-risk JO - Discussiones Mathematicae. Probability and Statistics PY - 2013 SP - 151 EP - 169 VL - 33 IS - 1-2 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/item/DMPS_2013_33_1-2_a9/ LA - en ID - DMPS_2013_33_1-2_a9 ER -
%0 Journal Article %A Esquível, Manuel %A Dimas, Luís %A Mexia, João %A Didier, Philippe %T Small perturbations with large effects on value-at-risk %J Discussiones Mathematicae. Probability and Statistics %D 2013 %P 151-169 %V 33 %N 1-2 %I mathdoc %U https://geodesic-test.mathdoc.fr/item/DMPS_2013_33_1-2_a9/ %G en %F DMPS_2013_33_1-2_a9
Esquível, Manuel; Dimas, Luís; Mexia, João; Didier, Philippe. Small perturbations with large effects on value-at-risk. Discussiones Mathematicae. Probability and Statistics, Tome 33 (2013) no. 1-2, pp. 151-169. https://geodesic-test.mathdoc.fr/item/DMPS_2013_33_1-2_a9/
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