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Why standard risk models failed in the subprime crisis? An approach based on Extreme Value Theory as a measure to quantify market risk of equity securities and portfolios
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TESE_Final.pdf
(1.92 MB)
dd_hdl1832.pdf
(277.82 KB)
Date
2010
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Author(s)
Marques, Áurea Ponte
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Advisor
Gulamhussen, Mohamed Azzim
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