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ManagementFinanceData AnalyticsFinancial EconomicsInformation RetrievalMarket RiskRisk AggregationRisk MeasurementRisk-based ApproachValue At RiskConditional Value-at-riskConditional Value-at-risk OptimizationIndex DesignProbabilistic IndexingValue At Risk Aggregation
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Business, Finance, Risk Management +14
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William F. Sharpe · The Journal of Portfolio Management · 1994 · 2.5K citations