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~isPartOf:"Operations research models in banking management"
~person:"Bormann, Carsten"
~person:"Račev, Svetlozar T."
~subject:"Risikomanagement"
~subject:"Statistical distribution"
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Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
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(pp. 169-187)
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2013
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