A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL
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Publication:4565070
DOI10.1142/S0219024918500103zbMath1398.91357MaRDI QIDQ4565070
Lakshithe Wagalath, Jorge P. Zubelli
Publication date: 7 June 2018
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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Uses Software
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