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isPartOf:"Risiko-Manager"
subject:"Portfolio-Management"
~accessRights:"restricted"
~isPartOf:"Journal of risk"
~person:"Aarons, Mark"
~person:"Deege, Matthias"
~subject:"Theory"
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extreme value theory (EVT)
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foreign exchange hedging
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Aarons, Mark
Deege, Matthias
Guillén, Montserrat
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Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
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2
Modeling redemption risks of mutual funds using extreme value theory
Desmettre, Sascha
;
Deege, Matthias
- In:
Journal of risk
18
(
2016
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011620647
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