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Distributional Bounds for Portfolio Risk with Tail Dependence |
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| Authors: | Kunio So Junichi Imai |
| Institution: | 1. Graduate School of Science and Technolog, Keio University, 3-14-1 Hiyoshi, Kohoku, Yokohama, 223-8522, Japan 2. Faculty of Science and Technology, Keio University, 3-14-1 Hiyoshi, Kohoku, Yokohama, 223-8522, Japan |
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