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subject:"Risikomaß"
~isPartOf:"Journal of empirical finance"
~person:"Rüschendorf, Ludger"
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Risikomaß
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Journal of empirical finance
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Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
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