"A theory of multivariate stress testing."

Pietro Millossovich, Andreas Tsanakas, Ruodu Wang (2024)

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DOI: 10.1016/J.EJOR.2024.06.002

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type: Journal Article

metadata version: 2024-08-22

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Pietro Millossovich, Andreas Tsanakas, Ruodu Wang:
A theory of multivariate stress testing. Eur. J. Oper. Res. 318(3): 851-866 (2024)

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