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    Distortion risk measures for hedge funds

    Geman, Helyette and Kharoubi-Rakotomalala, Cécile (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 Faculties and Schools > Faculty of Business and Law > Birkbeck Business School
    Research Centres and Institutes: Commodities Finance Centre
    Depositing User: Sarah Hall
    Date Deposited: 14 Apr 2014 13:15
    Last Modified: 02 Aug 2023 17:10
    URI: https://eprints.bbk.ac.uk/id/eprint/9576

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