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scientific article; zbMATH DE number 5499132
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scientific article; zbMATH DE number 5499132

    Statements

    author
    Andreas H. Hamel
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    Birgit Rudloff
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    publication date
    28 January 2009
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    zbMATH Keywords
    transaction costs
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    investor/regulator acting
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    coherent risk measure
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    value-at-risk
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    Identifiers

    zbMATH DE Number
    5499132
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