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Quantitative Risk Management

20111,024 citationsBook Chapter

Authors

Paul Embrechts · ETH Zurich

Topics & Keywords

Financial Risk and Volatility Modeling Risk and Portfolio Optimization Market Dynamics and Volatility

Publication Details

Published in: International Encyclopedia of Statistical Science

DOI: 10.1007/978-3-642-04898-2_466

Field-Weighted Citation Impact: 471.18

Quantitative Risk Management | Researchclopedia