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19972026
most citedRecommended isolated-line profile for representing high-resolution spectroscopic transitions (IUPAC Technical Report)

300 citations

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math.CA2003★ 2 cited

Value-at-Risk and expected shortfall for linear portfolios with elliptically distributed risk factors

Jules Sadefo Kamdem

In this paper, we generalize the parametric delta-VaR method from portfolios with normally distributed risk factors to portfolios with elliptically distributed ones. We treat both…