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~person:"Kamdem, J. Sadefo"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Kamdem, J. Sadefo
Fabozzi, Frank J.
6
Kim, Young Shin
6
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5
Račev, Svetlozar T.
5
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4
Landsman, Zinoviy
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns
Moussa, A. Mbairadjim
;
Kamdem, J. Sadefo
;
Terraza, Michel
- In:
Economic modelling
39
(
2014
),
pp. 247-256
Persistent link: https://www.econbiz.de/10010421851
Saved in:
2
Businesses risks aggregation with Copula
Kamdem, J. Sadefo
- In:
Journal of quantitative economics : official journal of …
9
(
2011
)
2
,
pp. 58-72
Persistent link: https://www.econbiz.de/10010337911
Saved in:
3
Δ-VaR and Δ-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC
Kamdem, J. Sadefo
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 325-336
Persistent link: https://www.econbiz.de/10009517631
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