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Comparing downside risk measures for heavy tailed distributions

✍ Scribed by Jón Daníelsson; Bjørn N. Jorgensen; Mandira Sarma; Casper G. de Vries

Book ID
116421359
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
101 KB
Volume
92
Category
Article
ISSN
0165-1765

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