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Iterated VaR or CTE measures: A false good idea?

Bibliographic reference Devolder, Pierre ; Lebègue, Adrien. Iterated VaR or CTE measures: A false good idea?. In: Scandinavian Actuarial Journal, Vol. 2017, no. 4, p. 287-318 (2017)
Permanent URL http://hdl.handle.net/2078.1/170565
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