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~person:"Rüschendorf, Ludger"
~subject:"Erwartungsbildung"
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Asymptotic equivalence of conservative value-at-risk- and expected shortfall-based capital charges
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 3-22
Persistent link: https://www.econbiz.de/10013262922
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