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~source:"repec"
~subject:"Insolvenz"
~subject:"Portfolio selection"
~subject:"Verlust"
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Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of Econometrics
172
(
2013
)
2
,
pp. 292-306
portfolio optimization using
expected
shortfall
as the downside risk measure. …
Persistent link: https://www.econbiz.de/10010608465
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