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Mean-Variance Analysis with Spectral Risk Measure under Dependence and Heavy-Tailedness
Author(s)
Gao, Songlin
Type
Dissertation
Version
Imperial Users only
Date Issued
2020
Date Awarded
2020
URI
Creator
Gao, Songlin
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
Masters
Course Name
Risk Management & Financial Engineering