"On the non-existence of conditional value-at-risk under heavy tails and ..."

Günter Bamberg, Andreas Neuhierl (2010)

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DOI: 10.1007/S00291-008-0138-3

access: closed

type: Journal Article

metadata version: 2020-03-06

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Günter Bamberg, Andreas Neuhierl:
On the non-existence of conditional value-at-risk under heavy tails and short sales. OR Spectr. 32(1): 49-60 (2010)

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