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Results: 1
Measuring downside portfolio risk - All VaRs for equities are not equal.
Authors:
Johansson, F Seiler, MJ Tjarnberg, M
Citation:
F. Johansson et al., Measuring downside portfolio risk - All VaRs for equities are not equal., J PORTFOLIO, 26(1), 1999, pp. 96
Risultati:
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