VaR and Omega Measures for Hedge Funds Portfolios: A Copula Approach [extrait BMI 110]
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  • VaR and Omega Measures for Hedge Funds Portfolios: A Copula Approach [extrait BMI 110]

VaR and Omega Measures for Hedge Funds Portfolios: A Copula Approach [extrait BMI 110]

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Auteurs :HENTATI RANIA
Extrait de la revue BMI 110

BMI110-1100519
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