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41. Subadditivity re–examined: the case for value-at-risk. (2005). Jørgensen, Bjørn ; de Vries, Casper ; Danielsson, Jon ; Mandira, Sarma ; Samorodnitsky, Gennady.
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49. A Note on Portfolio Selection under Various Risk Measures. (). De Giorgi, Enrico.
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50. Reward-Risk Portfolio Selection and Stochastic Dominance. (). De Giorgi, Enrico.
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