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    Distortion risk measures for hedge funds

    Hélyette Geman, and Cécile Kharoubi-Rakotomalala, (2011) Distortion risk measures for hedge funds. Journal of Risk Management in Financial Institutions 4 (3), ISSN 1752-8887.

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    Metadata

    Item Type: Article
    School: Birkbeck Schools and Departments > School of Business, Economics & Informatics > Economics, Mathematics and Statistics
    Research Centre: Commodities Finance Centre
    Depositing User: Sarah Hall
    Date Deposited: 14 Apr 2014 13:15
    Last Modified: 07 Dec 2016 15:31
    URI: http://eprints.bbk.ac.uk/id/eprint/9576

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