Tail VaR Measures in a Multi-period Setting

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Publication:4586032

DOI10.1080/1350486X.2013.851449zbMath1395.91512MaRDI QIDQ4586032

Yuta Katsuki, Koichi Matsumoto

Publication date: 11 September 2018

Published in: Applied Mathematical Finance (Search for Journal in Brave)




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