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~subject:"Portfolio-Management"
~person:"Yang, Jingping"
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Yang, Jingping
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Asymptotic
subadditivity
/superadditivity of Value-at-Risk under tail dependence
Zhu, Wenhao
;
Li, Lujun
;
Yang, Jingping
;
Xie, Jiehua
; …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1314-1369
Persistent link: https://www.econbiz.de/10014370668
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