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Publications by Marco Maggis
Risk Measures on P(r) and Value at Risk With Probability/Loss Function
Mathematical Finance
Finance
Applied Mathematics
Economics
Econometrics
Accounting
Social Sciences
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Some Remarks on Value-At-Risk Optimization
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Value at Risk and Self-Similarity
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A Discussion on Recent Risk Measures With Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations
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Efficient Density Estimation and Value at Risk Using Fejér-Type Kernel Functions
Journal of Mathematical Finance