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CVaR sensitivity with respect to tail thickness by Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi
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Document Date: 2011-05-18 10:45:52
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File Size: 1,29 MB
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CVaR sensitivity with respect to tail thickness by Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi