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1.
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Lopez de Prado, Marcos Hess Energy Trading Company Peijan, Achim UBS Wealth Managment Research
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5,830
(422)
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3
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Hedge Fund, Value-at-Risk, risk, performance, drawdown, under-the-water, normal returns, non-normal returns, time-dependence, ARMA, Monte Carlo, skewness, kurtosis, mixture of gaussian distributions, survival probability, styles, investment strategies
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