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Journal: J. Risk Financial Manag., 2017
Volume: 10
Number: 5
Article:
Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors
Authors:
by
Dobrislav Dobrev∗, Travis D. Nesmith and Dong Hwan Oh
Link:
https://www.mdpi.com/1911-8074/10/1/5
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