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~isPartOf:"Journal of econometrics"
~isPartOf:"Mathematics of operations research"
~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"He, Xue Dong"
~source:"econis"
~subject:"Ausreißer"
~subject:"Measurement"
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He, Xue Dong
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Journal of econometrics
Mathematics of operations research
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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Dynamic portfolio choice when risk is measured by weighted VaR
He, Xue Dong
;
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 773-796
Persistent link: https://www.econbiz.de/10011338687
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