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Expected Shortfall and Portfolio Management in Contagious Markets
Buccioli, Alice, Kokholm, Thomas, Nicolosi, MarcoLanguage:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2019.03.003
Date:
March, 2019
File:
PDF, 1.43 MB
english, 2019