Boris Zourmba Tizi

1 works

Sony Computer Science Laboratories

1. 1458 Value-at-risk and expected shortfall for a nonlinear portfolio with a mixture of dynamic copulas

   Boris Zourmba Tizi, Henri Claver Jimbo, Cyrille Audrey Nzotem Tchoumi +2

   Chapter20260 citations

   ABIABI:AkademIndex/openalex/2026.chapter.000418