A method of calculating the downside risk by multivariate nonnormal distributions
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Publication:842821
DOI10.1007/S10690-008-9077-XzbMath1170.91415OpenAlexW2071559968MaRDI QIDQ842821
Publication date: 25 September 2009
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-008-9077-x
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Cites Work
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