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The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel, (2016)
External risk measures and Basel accords
Kou, Steven, (2013)
Risk measures and the impact of asset price bubbles
Jarrow, Robert A., (2015)
Robust return risk measures
Bellini, Fabio, (2018)
Generalized quantiles as risk measures
Bellini, Fabio, (2014)
Robust Return Risk Measures
Bellini, Fabio, (2017)