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