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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~person:"Dias, Alexandra"
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Dias, Alexandra
McAleer, Michael
14
Vries, Casper G. de
14
Daníelsson, Jón
11
Dijk, Herman K. van
9
Lucas, André
9
Allen, David E.
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Discussion paper / Tinbergen Institute
Journal of banking & finance
Journal of econometrics
Journal of Banking & Finance
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Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
2
The economic value of controlling for large losses in portfolio selection
Dias, Alexandra
- In:
Journal of banking & finance
72
(
2016
),
pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
Saved in:
3
Market capitalization and Value-at-Risk
Dias, Alexandra
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5248-5260
Persistent link: https://www.econbiz.de/10010343742
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