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Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR. (2017). Barthélémy, Fabrice ; Maillard, Didier ; Amedee-Manesme, Charles-Olivier.
In: THEMA Working Papers.
RePEc:ema:worpap:2017-21.

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  1. Assessing liquidity?adjusted risk forecasts. (2021). Uffmann, Christina ; Berger, Theo.
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    RePEc:wly:jforec:v:40:y:2021:i:7:p:1179-1189.

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  52. Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia. (2005). Melo-Velandia, Luis ; Becerra, Oscar ; Oscar Reinaldo Becerra Camargo, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:343.

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  53. Calculating credit risk capital charges with the one-factor model. (2005). Tasche, Dirk ; Emmer, Susanne .
    In: Papers.
    RePEc:arx:papers:cond-mat/0302402.

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  54. Spectral measures of risk: A coherent representation of subjective risk aversion. (2002). Acerbi, Carlo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:7:p:1505-1518.

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  55. Portfolio Optimization with Spectral Measures of Risk. (2002). Acerbi, Carlo ; Carlo, Acerbi ; Prospero, Simonetti .
    In: Papers.
    RePEc:arx:papers:cond-mat/0203607.

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  56. Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem. (2001). Acerbi, Carlo.
    In: Papers.
    RePEc:arx:papers:cond-mat/0107190.

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  57. A Note on Portfolio Selection under Various Risk Measures. (). De Giorgi, Enrico.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:122.

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  58. Reward-Risk Portfolio Selection and Stochastic Dominance. (). De Giorgi, Enrico.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:121.

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