Boris Zourmba Tizi

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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

   Bob20260 iqtibos

   ABIABI:AkademIndex/openalex/2026.chapter.000418