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| dc.contributor.author | Kipp, Martin | de_DE |
| dc.contributor.author | Koziol, Christian | de_DE |
| dc.date.accessioned | 2022-12-01T13:54:42Z | |
| dc.date.available | 2022-12-01T13:54:42Z | |
| dc.date.issued | 2022 | de_DE |
| dc.identifier.uri | http://hdl.handle.net/10900/133491 | |
| dc.language.iso | en | |
| dc.relation.uri | https://doi.org/10.1057/s41260-022-00281-1 | de_DE |
| dc.title | Tail risk management and the skewness premium | de_DE |
| dc.type | Article | de_DE |
| utue.personen.pnd | Koziol, Christian/315239700 | de_DE |
| utue.publikation.seiten | 534-546 | de_DE |
| utue.personen.roh | Kipp, Martin | de_DE |
| utue.personen.roh | Koziol, Christian | de_DE |
| dcterms.isPartOf.ZSTitelID | The journal of asset management - London [u.a.] : Henry Stewart Publ. | de_DE |
| dcterms.isPartOf.ZS-Issue | 6 | de_DE |
| dcterms.isPartOf.ZS-Volume | 23 | de_DE |
| utue.titel.verfasserangabe | Martin Kipp, Christian Koziol | de_DE |
| utue.publikation.abrufzeichen | o019 | de_DE |
| utue.publikation.swbdatum | 2211 | de_DE |
| utue.artikel.ppn | 1818873141 | de_DE |
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