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~subject:"Coherent risk measures"
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Coherent risk measures
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coherent risk measures
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Cherny, A.
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Cotter, John
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Dowd, Kevin
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Sorwar, Ghulam
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Finance and Stochastics
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Journal of Financial Services Research
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Spectral
Risk
Measures
: Properties and Limitations
Dowd, Kevin
;
Cotter, John
;
Sorwar, Ghulam
- In:
Journal of Financial Services Research
34
(
2008
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10005715869
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2
Weighted V@R and its Properties
Cherny, A.
- In:
Finance and Stochastics
10
(
2006
)
3
,
pp. 367-393
Persistent link: https://www.econbiz.de/10005184383
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