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~isPartOf:"Preprint / Technische Universität Darmstadt, Fachbereich Mathematik"
~isPartOf:"Statistik und ihre Anwendungen"
~subject:"Optionspreistheorie"
~subject:"Risk measure"
~type_genre:"Forschungsbericht"
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Risk capital allocation by coherent risk measures based on one-sided moments
Fischer, Tom
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2002
Persistent link: https://www.econbiz.de/10001718853
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