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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of risk"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Arici, G."
~subject:"Bankrisiko"
~subject:"Risk measure"
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Journal of risk
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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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