Retour Working paper A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios Auteur(s): Lionel Martellini Jean-Christophe Meyfredi Description : October 2007 Date de la publication: 01-10-2007 Informations supplémentaires: Faculté : Data Science, Economics & Finance Domaine: Finance Cible: Data Science, Economics & Finance