Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions

MLA

Mario Ghossoub, et al. “Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions.” SSRN Electronic Journal, Jan. 2020. EBSCOhost, https://doi.org/10.2139/ssrn.3720332.

APA

Mario Ghossoub, David Saunders, & Jesse Hall. (2020). Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.3720332

Chicago

Mario Ghossoub, David Saunders, and Jesse Hall. 2020. “Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions.” SSRN Electronic Journal, January. doi:10.2139/ssrn.3720332.