1458 Value-at-risk and expected shortfall for a nonlinear portfolio with a mixture of dynamic copulas
Boris Zourmba TiziDepartment of Mathematics and Computer Science, Faculty of Science , University of Ngaoundere , P. O. Box 454 , Ngaoundere , CameroonHenri Claver JimboSakura Research Inc. , 4-10-9 Soubudai , , Zama , JapanCyrille Audrey Nzotem TchoumiSakura Research Inc. , 4-10-9 Soubudai , , Zama , JapanP TchouaDepartment of Mathematics and Computer Science, Faculty of Science , University of Ngaoundere , P. O. Box 454 , Ngaoundere , CameroonGeorges Nguefack-TsagueDepartment of Mathematics, Faculty of Science , University of Yaounde I , P. O. Box 7003 , Yaounde , Cameroon
2026
ABI
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