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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Quantitative finance"
~person:"Caccioli, Fabio"
~subject:"Risikomaß"
~subject:"Volatility"
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Caccioli, Fabio
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Europäische Hochschulschriften / 5
Quantitative finance
International journal of theoretical and applied finance
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Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
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