Ponte Marques, Aurea
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Why standard risk models failed in the subprime crisis? An ..:

Marques, Áurea Ponte
MARQUES, Áurea Ponte - 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 [Em linha]. Lisboa: ISCTE, 2010. Tese de mestrado. [Consult. Dia Mês Ano] Disponível em www:..  , 2009
 
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