Multivariate Pareto portfolios: TCE-based capital allocation and divided differences (Q3608226): Difference between revisions

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Latest revision as of 02:08, 29 June 2024

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Multivariate Pareto portfolios: TCE-based capital allocation and divided differences
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    Multivariate Pareto portfolios: TCE-based capital allocation and divided differences (English)
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    28 February 2009
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    tail conditional expectation
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    multivariate Pareto distribution
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    dividend differences
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