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Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 62906 | 62908
Number of items: 2.

62906

Genest, Benoit and Cao, Zhili (2014): Value-at-Risk in turbulence time. Published in: GARP Association / Risk.net

62908

Genest, Benoit and Rego, David and Freon, Helene (2013): Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -.

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