Risk Without Return
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- Paul Glasserman & Philip Heidelberger & Perwez Shahabuddin, 2002. "Portfolio Value-at-Risk with Heavy-Tailed Risk Factors," Mathematical Finance, Wiley Blackwell, vol. 12(3), pages 239-269.
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- repec:eee:eneeco:v:64:y:2017:i:c:p:286-297 is not listed on IDEAS
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