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Publications by K. Kuester

Value-At-Risk Prediction: A Comparison of Alternative Strategies

Journal of Financial Econometrics

English

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Value at Risk: Sensitivity to Different Asset Allocation Strategies During Retirement

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Comparison of Methods for Estimating the Uncertainty of Value at Risk

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Efficient Versus Inefficient Hedging Strategies in the Presence of Financial and Longevity (Value At) Risk

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