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  1. Kim, Young Shin [Author]; Giacometti, Rosella [Author]; Rachev, Svetlozar T. [Author]; Fabozzi, Frank J. [Author]; Mignacca, Domenico [Author]

    Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model

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    Karlsruhe: Karlsruher Institut für Technologie (KIT), Institut für Volkswirtschaftslehre (ECON), 2012