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subject:"CAPM"
~isPartOf:"Journal of banking & finance"
~person:"Cotter, John"
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Journal of banking & finance
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Extreme spectral risk measures : an application to futures clearinghouse margin requirements
Cotter, John
;
Dowd, Kevin
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3469-3485
Persistent link: https://www.econbiz.de/10003394484
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