Portofolio crash testing : making sense of extreme event exposures
Arcady Novosyolov; Daniel Satchkov
Year of publication: |
2010
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Authors: | Novosyolov, Arcady ; Satchkov, Daniel |
Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 4.2010/11, 3, p. 53-67
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