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person:"Powell, Robert"
~person:"Vries, Casper G. de"
~subject:"Messung"
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Powell, Robert
Vries, Casper G. de
Wang, Ruodu
26
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Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio
;
Stork, Philip
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 868-895
Persistent link: https://www.econbiz.de/10011417824
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2
CVaR and credit risk measurement
Powell, Robert
;
Allen, David E.
-
2009
Persistent link: https://www.econbiz.de/10008667291
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3
Comparing downside risk measures for heavy tailed distributions
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Sarma, Mandira
; …
- In:
Economics letters
92
(
2006
)
2
,
pp. 202-208
Persistent link: https://www.econbiz.de/10003360851
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4
Comparing downside risk measures for heavy tailed distributions
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Sarma, Mandira
; …
-
2005
Persistent link: https://www.econbiz.de/10003358411
Saved in:
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