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Results for value‐at‐risk

Publications & Outputs

  1. Estimating Portfolio Risk for Tail Risk Protection Strategies

    Happersberger, D., Lohre, H. & Nolte, I., 3/02/2020, In: European Financial Management. 26, 4, p. 1107-1146 40 p.

    Research output: Contribution to journalJournal articlepeer-review