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VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS

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2022ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs38 cited
2014Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns37 cited
2006A non-Gaussian approach to risk measures30 cited

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