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Chapter 12 in: Portfolio Theory and Management, H. Kent Baker and Gregory Filbeck (eds.), Oxford University Press, 2013, pp. 268-292
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Estimating portfolio risk for tail risk protection strategies
Happersberger, David
;
Lohre, Harald
;
Nolte, Ingmar
- In:
European Financial Management
26
(
2020
)
4
,
pp. 1107-1146
Persistent link: https://www.econbiz.de/10012191171
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2
Fama–French factor timing : The long‐only integrated approach
Leippold, Markus
;
Rueegg, Roger
- In:
European Financial Management
(
2020
)
Persistent link: https://www.econbiz.de/10012408899
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