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Kopeliovich, Yaacov’ AUTHOR PAGE
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E-Mail: ykopeliovich@rixtrema.com
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Affiliation: RiXtrema, Inc.
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Robust Risk Estimation and Hedging: A Reverse Stress Testing Approach 2013
Schachter, Barry
Satchkov, Daniel
Novosyolov, Arcady
Kopeliovich, Yaacov
 
Traditional risk modeling using Value-at-Risk (VaR) is widely viewed as ill equipped for dealing with tail risks. As a result, scenario-based portfol...
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