Risk Aggregation and Allocation in the Presence of Systematic Risk via Stable Laws

Fuente: arXiv

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Bibliographic Details
Main Authors:	Fleck, Andrew, Furman, Edward, Shen, Yang
Format:	Preprint
Published:	2024
Subjects:	Risk Management Portfolio Management 91B30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.14984