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~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"Scandinavian actuarial journal"
~person:"Cai, Jun"
~subject:"Risk management"
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Cai, Jun
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Research paper series / Swiss Finance Institute
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A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
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