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~isPartOf:"Journal of banking & finance"
~person:"Fermanian, Jean-David"
~subject:"CAPM"
~subject:"Credit risk"
~subject:"Volatility"
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Fermanian, Jean-David
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Journal of banking & finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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The limits of granularity adjustments
Fermanian, Jean-David
- In:
Journal of banking & finance
45
(
2014
),
pp. 9-25
Persistent link: https://www.econbiz.de/10010466685
Saved in:
2
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
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