![VaR and Omega Measures for Hedge Funds Portfolios: A Copula Approach [extrait BMI 110]](https://eska-publishing.com/10791-large_default/var-and-omega-measures-for-hedge-funds-portfolios-a-copula-approach-extrait-bmi-110-.jpg)
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Version numérique PDF
Auteurs :HENTATI RANIA
Extrait de la revue BMI 110