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Model averaging, asymptotic risk, and regressor groups
Hansen, Bruce E., (2014)
Estimation of risk effects with seemingly unrelated regressions and panel data
Wan, Guanghua, (1989)
Equilibrium with investors using a diversity of deviation measures
Rockafellar, Ralph Tyrrell, (2007)
Risk Tuning With Generalized Linear Regression
Generalized deviations in risk analysis
Rockafellar, Ralph Tyrrell, (2006)