On the non-existence of conditional value-at-risk under heavy tails and short sales
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Publication:2267378
DOI10.1007/s00291-008-0138-3zbMath1183.91066MaRDI QIDQ2267378
Andreas Neuhierl, Günter Bamberg
Publication date: 1 March 2010
Published in: OR Spectrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00291-008-0138-3
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