Tail VaR Measures in a Multi-period Setting (Q4586032): Difference between revisions

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Latest revision as of 13:51, 16 July 2024

scientific article; zbMATH DE number 6934894
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English
Tail VaR Measures in a Multi-period Setting
scientific article; zbMATH DE number 6934894

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    Tail VaR Measures in a Multi-period Setting (English)
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    11 September 2018
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    tail value at risk
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    coherent risk measure
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    time consistency
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