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type_genre:"Dissertation"
type_genre:"Hochschulschrift"
~institution:"Friedrich-Schiller-Universität Jena"
~subject:"Bank risk"
~subject:"Risk measure"
~type_genre:"Sammlung"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Tail nonlinearly transformed risk measure : properties, decision theoretic analysis and application to portfolio selection and banking regulation
Bergk, Kerstin
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2021
Persistent link: https://www.econbiz.de/10012817169
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