Comparing downside risk measures for heavy tailed distributions (Q1929399): Difference between revisions

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Latest revision as of 02:24, 6 July 2024

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Comparing downside risk measures for heavy tailed distributions
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    Comparing downside risk measures for heavy tailed distributions (English)
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    8 January 2013
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    downside risk measures
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    heavy tailed distribution
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    regular variation
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