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subject:"Portfolio-Management"
~person:"Andersen, Torben"
~person:"Ang, Marcus"
~subject:"Risikomaß"
~type_genre:"Accompanied by computer file"
~type_genre:"Book section"
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Portfolio-Management
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Financial markets and asset pricing
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ECONIS (ZBW)
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On the dual representation of coherent risk measures
Ang, Marcus
;
Sun, Jie
;
Yao, Qiang
- In:
Risk management approaches in engineering applications
,
(pp. 29-46)
.
2018
Persistent link: https://www.econbiz.de/10011869997
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Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2013
Persistent link: https://www.econbiz.de/10009696029
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