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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Stochastic Processes and their Applications
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An extreme value theory approach to the allocation of multiple assets
Bradley, Brendan O.
;
Taqqu, Murad S.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 1031-1068
Persistent link: https://www.econbiz.de/10002476570
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