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Learning by Failing: A Simple Buffer for VaR

Christophe Boucher () and Bertrand Maillet
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Christophe Boucher: EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique

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Abstract: Forthcoming

Date: 2013
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Published in Financial Markets, Institutions and Instruments, Wiley-Blackwell, 2013, 22

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