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Document type:
Masterarbeit
Author(s):
Fritz, Tobias
Title:
Conditional value at risk optimization - analysis of robustness and stability (zusammen mit Allianz Global Investors GmbH)
Subject:
MAT Mathematik
DDC:
510 Mathematik
Supervisor:
Vexler, Boris (Prof. Dr.)
Advisor:
Pfefferer, Johannes (Dr.)
Year:
2020
University:
Technische Universität München
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