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Wirksame Verlustbegrenzung durch Portfoliooptimierung mit Hilfe des Conditional Value at Risk (CVaR) : Risikoanalyse bei der Portfolioallokation
Jašić, Teo
- In:
Risiko-Manager
(
2009
)
25/26
,
pp. 62-67
Persistent link: https://www.econbiz.de/10003909629
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