Sensitivity of VaR measures to different risk models /

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Sensitivity of VaR measures to different risk models /

Bibliographic Details
Main Authors:	Drudi, Francesco (Author, Autor/a), Generale, Andrea (Autor/a), Majnoni, Giovanni (Autor/a)
Format:	Book
Language:	Italian
Published:	[Roma] : Banca d'Italia, 1997.
Subjects:	INVERSIONES (MATEMATICAS) RIESGO (ECONOMIA)

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