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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Official URL: http://www.henrystewartpublications.com/jrm/v4
Metadata
Item Type: | Article |
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School: | School of Business, Economics & Informatics > Economics, Mathematics and Statistics |
Research Centres and Institutes: | Commodities Finance Centre |
Depositing User: | Sarah Hall |
Date Deposited: | 14 Apr 2014 13:15 |
Last Modified: | 07 Dec 2016 15:31 |
URI: | https://eprints.bbk.ac.uk/id/eprint/9576 |
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