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Optimisation of Time-Varying Asset Pricing Models with Penetration of Value at Risk and Expected Shortfall. (2021). Mata, Pedro Neves ; Khan, Kanwal Iqbal ; Martins, Jessica Nunes ; Nasir, Adeel.
In: Mathematics.
RePEc:gam:jmathe:v:9:y:2021:i:4:p:394-:d:500481.

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