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Date
2018Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Operations ResearchVolume
Pages / Article No.
Publisher
INFORMSSubject
value-at-risk; expected shortfall; risk sharing; regulatory capital; robustness; Arrow–Debreu equilibriumOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
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