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~isPartOf:"Journal of banking & finance"
~person:"Brigo, Damiano"
~subject:"Entscheidung unter Risiko"
~subject:"Prognoseverfahren"
~subject:"Risk management"
~subject:"Risk measure"
~subject:"Risk"
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Entscheidung unter Risiko
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Brigo, Damiano
Weiß, Gregor
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Daníelsson, Jón
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Pérignon, Christophe
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Bali, Turan G.
3
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3
Dias, Alexandra
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McNeil, Alexander J.
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Journal of banking & finance
Journal of financial engineering
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Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
2
Risk managing tail-risk seekers : VaR and expected shortfall vs S-shaped utility
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
101
(
2019
),
pp. 122-135
Persistent link: https://www.econbiz.de/10012162636
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