Systematic Tail Risk

Journal of Financial and Quantitative Analysis 2016 / 04 Vol. 51; Iss. 2

Systematic Tail Risk

van Oordt, Maarten R. C., Zhou, Chen
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Volume:
51
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109016000193
Date:
April, 2016
File:
PDF, 233 KB
english, 2016
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