Estimating the VaR-induced Euler allocation rule

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Publication:6569741

DOI10.1017/ASB.2023.17zbMATH Open1545.91263MaRDI QIDQ6569741FDOQ6569741


Authors: N. V. Gribkova, Jianxi Su, Ričardas Zitikis Edit this on Wikidata


Publication date: 9 July 2024

Published in: ASTIN Bulletin (Search for Journal in Brave)








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