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Diversification Analysis in Value at Risk Models under Heavy-Tailedness and Dependence
Author(s)
Burns, Suzanne
Type
Dissertation
Version
Imperial Users only
Date Issued
2014
Date Awarded
2014
URI
Creator
Burns, Suzanne
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
Masters in Risk Management