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Refinado por: autor: Cotter, John remover assunto: Portfolio Management remover
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1
Spectral Risk Measures and the Choice of Risk Aversion Function
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Spectral Risk Measures and the Choice of Risk Aversion Function

Dowd, Kevin ; Cotter, John

arXiv.org, 2011-03

Ithaca: Cornell University Library, arXiv.org

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2
Exponential Spectral Risk Measures
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Exponential Spectral Risk Measures

Dowd, Kevin ; Cotter, John

arXiv.org, 2011-03

Ithaca: Cornell University Library, arXiv.org

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3
Estimating financial risk measures for futures positions: a non-parametric approach
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Estimating financial risk measures for futures positions: a non-parametric approach

Cotter, John ; Dowd, Kevin

arXiv.org, 2011-03

Ithaca: Cornell University Library, arXiv.org

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4
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements
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Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements

Cotter, John ; Dowd, Kevin

arXiv.org, 2011-03

Ithaca: Cornell University Library, arXiv.org

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5
Extreme Measures of Agricultural Financial Risk
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Extreme Measures of Agricultural Financial Risk

Cotter, John ; Dowd, Kevin ; Morgan, Wyn

arXiv.org, 2011-03

Ithaca: Cornell University Library, arXiv.org

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