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~person:"Völker, Jörg"
~subject:"Risk measure"
~type_genre:"Hochschulschrift"
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Value-at-Risk-Modelle in Banken : Quantifizierung des Risikopotentials im Portfoliokontext und Anwendung zur Risiko- und Geschäftssteuerung
Völker, Jörg
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2001
Persistent link: https://www.econbiz.de/10001617574
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