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~accessRights:"restricted"
~isPartOf:"Finance and economics discussion series"
~subject:"Risk measure"
~type_genre:"Graue Literatur"
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Accurate evaluation of expected shortfall for linear portfolios with elliptically distributed risk factors
Dobrev, Dobrislav
;
Nesmith, Travis D.
;
Oh, Dong Hwan
-
2016
Persistent link: https://www.econbiz.de/10011578299
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