Next Article in Journal / Special Issue
Application of Vine Copulas to Credit Portfolio Risk Modeling
Previous Article in Journal
VaR and CVaR Implied in Option Prices
J. Risk Financial Manag. 2016, 9(2), 3; doi:10.3390/jrfm9020003

Notes on Article Versions

Action Date Notes Link
article pdf uploaded. 10 May 2016 14:46 CEST Version of Record http://www.mdpi.com/1911-8074/9/2/3/pdf
article xml uploaded. 10 May 2016 14:46 CEST Original file http://www.mdpi.com/1911-8074/9/2/3/xml
article html file updated 10 May 2016 14:47 CEST Original file -
article html file updated 4 July 2016 06:15 CEST Update http://www.mdpi.com/1911-8074/9/2/3/html
J. Risk Financial Manag. EISSN 1911-8074 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert