Measuring dependence in a set of asset returns (Q6054326)

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scientific article; zbMATH DE number 7742996
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Measuring dependence in a set of asset returns
scientific article; zbMATH DE number 7742996

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    Measuring dependence in a set of asset returns (English)
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    28 September 2023
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    bilateral gamma
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    acceptable risks
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    distorted expectations
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