Optimized portfolio using a forward-looking expected tail loss
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2005 ◽
Vol 13
(2)
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pp. 81-94
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2021 ◽
Vol 1918
(4)
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pp. 042023
2014 ◽
Vol 134
(10)
◽
pp. 921-929
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2017 ◽
Vol 76
(13)
◽
pp. 1149-1160
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Keyword(s):
Keyword(s):