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eNauka >  Results >  How Do Non-normal Parametric VaR Models Perform in Risk-minimizing Portfolios?
Title: How Do Non-normal Parametric VaR Models Perform in Risk-minimizing Portfolios?
Authors: Živkov, Dejan  ; Lončar, Sanja; Đurašković, Jasmina  ; Balaban, Suzana  
Issue Date: 2025
Publication: The Quarterly Review of Economics and Finance
ISSN: 10629769 Quarterly Review of Economics and Finance Search Idenfier
Type: Article
Collation: str. 102016-102016
DOI: 10.1016/j.qref.2025.102016
WoS-ID: 001500320800001
Scopus-ID: 2-s2.0-105005870443
URI: https://enauka.gov.rs/handle/123456789/982098
http://repository.iep.bg.ac.rs/1126/
Metadata source: (Preuzeto iz CrossRef-a) Balaban, Suzana
M-category: 
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