Variational Risk Measures
Year of publication: |
2007-07-01
|
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Authors: | Angelsberg, Gilles ; Delbean, Freddy ; Kaelin, Ivo ; Kupper, Michael ; Näf, Joachim |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Risikomaß | Robuste statistische Verfahren | Variational methods |
Extent: | 270336 bytes 22 p. application/pdf |
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Series: | Working paper ; 408 (2007) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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