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Measuring portfolio risk under partial dependence information

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      <subfield code="a">Measuring portfolio risk under partial dependence information</subfield>
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      <subfield code="a">In this article, we assess model risk on aggregation. If the marginal distributions of the risky components are known but their interdependence is not, it is possible to identify models that give rise to the maximum and minimum possible values for VaR</subfield>
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      <subfield code="g">03/09/2018 Volumen 85 Número 3 - septiembre 2018 , p. 843-867</subfield>
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