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ManagementFinanceRisk ManagementFinancial EconomicsFinancial Risk ManagementPortfolio ManagementCredit RiskFinancial RiskPortfolio Risk ManagementPortfolio TheoryRisk FactorsRisk-return AnalysisCredit Risk ModelingFactor-based Portfolio ModelsPortfolio Credit Risk AnalysisRisk Factor ModelingRisk Factor Modelling
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Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
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Sensitivity Estimates for Nonlinear Mathematical Models
I. M. Sobol · Medical Entomology and Zoology · 1990 · 2.8K citations
Coherent allocation of risk capital
Michel Denault · The Journal of Risk · 2001 · 448 citations
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