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person:"Schulte-Mattler, Hermann"
type:"article"
~isPartOf:"Journal of risk"
~person:"Righi, Marcelo Brutti"
~person:"Tan, Ken Seng"
~subject:"Portfolio-Management"
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Portfolio-Management
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Schulte-Mattler, Hermann
Righi, Marcelo Brutti
Tan, Ken Seng
Guillén, Montserrat
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Santolino, Miguel
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Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
2
Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa
;
Tan, Ken Seng
;
Wang, Chengguo
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
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