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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of risk"
~person:"Dalai, M."
~subject:"Schätzung"
~subject:"Value-at-risk (VAR)"
~type_genre:"Article in journal"
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From log-optimal portfolio theory to risk measures : logarithmic expected shortfall
Arici, G.
;
Dalai, M.
;
Leonardi, Roberto
- In:
Journal of risk
22
(
2019
)
2
,
pp. 37-58
Persistent link: https://www.econbiz.de/10013177108
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