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Forecasting VaRs via hybrid EVT with normal and non-normal filters: A comparative analysis from the Chinese stock market
7小时前
待确认
Portfolio Selection: A Novel Method of Measuring Investment Risk
7小时前
求助中
Investing in Portfolio With Grains or Softs?—Extreme Risk Analysis With Non‐Normal VaR Models and Omega Ratio
7小时前
待确认
How do non-normal parametric VaR models perform in risk-minimizing portfolios?
8小时前
待确认
Asset and Factor Risk Budgeting: a balanced approach
1个月前
已完结
Risk Budgeting Allocation for Dynamic Risk Measures
1个月前
已完结
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