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Search: subject:"Non-linear multibeta relationship"
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Annals of operations research ; volume 284, numbers 1 (January 2020)
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Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios
Bruneau, Catherine
;
Flageollet, Alexis
;
Peng, Zhun
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2020
Persistent link: https://www.econbiz.de/10012165556
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