Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740): Difference between revisions

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Latest revision as of 03:05, 29 July 2024

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Tail distortion risk measure for portfolio with multivariate regularly variation
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    Tail distortion risk measure for portfolio with multivariate regularly variation (English)
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    25 May 2022
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    background risk model
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    tail distortion risk measure
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    multivariate regular variation
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