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Applying CVaR for decentralized risk management of financial companies
Author(s):
John M. Mulvey
,
Hafize G. Erkan
,
JM Mulvey
,
HG Erkan
,
J. MULVEY
,
H Erkan
Publication date:
2006
Journal:
J Bank Financ
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Management Information Systems
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DOI::
10.1016/j.jbankfin.2005.04.010
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