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~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Wiley finance"
~person:"Barone-Adesi, Giovanni"
~subject:"Derivat"
~type:"article"
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Swiss Finance Institute Research Paper
The journal of futures markets
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VAR without correlations for portfolios of derivative securities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 583-602
Persistent link: https://www.econbiz.de/10001410433
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