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~isPartOf:"Discussion paper series / Harvard Institute of Economic Research"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Arbeitspapier"
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Value
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under dependence and heavy tariledness : models with comon shocks
Ibragimov, Rustam Ju.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003712614
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2
Portfolio diversification under local, moderate and global deviations from power laws
Ibragimov, Rustam
(
contributor
);
Walden, Johan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003304435
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3
The limits of diversification when losses may be large
Ibragimov, Rustam
(
contributor
);
Walden, Johan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003270224
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4
Portfolio diversification and
value
at
risk
under thick-tailedness
Ibragimov, Rustam
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10003102997
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