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type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~person:"Li, Wai Keung"
~subject:"Economic policy"
~subject:"Portfolio-Management"
~subject:"Wirtschaftspolitik"
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An alternative nonparametric tail risk measure
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 685-696
Persistent link: https://www.econbiz.de/10012483847
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