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Property / author: Qi-he Tang / rank
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Property / author: Qi-he Tang / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2020.10.043 / rank
 
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Latest revision as of 22:50, 25 July 2024

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Large portfolio losses in a turbulent market
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    Large portfolio losses in a turbulent market (English)
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    7 June 2021
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    OR in banking
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    credit quality process
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    systematic risk
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    market beta
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    continuous ocone martingale
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