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Extreme volatilities, financial crises and L-moment estimations of tail-indexes
Maillet, Bertrand
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Médecin, Jean-Philippe R.
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2010
Persistent link: https://www.econbiz.de/10010426328
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Portfolio performance measure and a new generalized utility-based N-moment measure
Billio, Monica
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Jannin, Gregory
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Maillet, Bertrand
; …
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2013
Persistent link: https://www.econbiz.de/10011629370
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On the (ab)use of Omega?
Caporin, Massimiliano
;
Costola, Michele
;
Jannin, Gregory
; …
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2015
Persistent link: https://www.econbiz.de/10011632567
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