VaR is subject to a significant positive bias (Q2483870): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2005.02.001
@@ Property / DOI: 10.1016/j.spl.2005.02.001 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2005.02.001
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@@ Property / OpenAlex ID @@
+W2026817825
@@ Property / OpenAlex ID: W2026817825 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+A new distribution-free quantile estimator
@@ Property / cites work: A new distribution-free quantile estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Q5615180
@@ Property / cites work: Q5615180 / rank @@
+Normal rank
@@ Property / cites work @@
+PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
+Normal rank
@@ Property / cites work @@
+Kernel Quantile Estimators
@@ Property / cites work: Kernel Quantile Estimators / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPL.2005.02.001
@@ Property / DOI: 10.1016/J.SPL.2005.02.001 / rank @@
+Normal rank