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  1. Kroon, Erik [Author]; Hacini, Mehdi-Vincent [Author]; Somefun, Koye [Author]

    Centred Expected Shortfall (CES) : A Traditional Asset Manager’s View on Decomposing Downside Investment Risk

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    [S.l.]: SSRN, [2023]

  2. Hägele, Miriam [Author]; Lehtomaa, Jaakko [Author]

    Large deviations for a class of multivariate heavy-tailed risk processes used in insurance and finance

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    2021

    Published in: Journal of risk and financial management ; 14(2021), 5 vom: Mai, Artikel-ID 202, Seite 1-18

  3. Huang, Jing [Author] ; Stefanescu-Cuntze, Catalina [Degree supervisor]; Wang, Weining [Degree supervisor] European School of Management and Technology

    Essays in statistical estimation and a stochastic application to financial markets

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    Berlin: ESMT European School of Management and Technology, 2018