A financially justifiable and practically implementable approach to coherent stress testing
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Publication:5234340
DOI10.1080/14697688.2018.1532103zbMath1420.91554OpenAlexW2900483058MaRDI QIDQ5234340
Publication date: 26 September 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2018.1532103
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