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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.07.005 / rank
 
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Latest revision as of 03:56, 30 July 2024

scientific article
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Combining multi-asset and intrinsic risk measures
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    Combining multi-asset and intrinsic risk measures (English)
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    14 September 2022
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    intrinsic risk measure
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    multi-asset risk measure
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    multiple eligible assets
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    diversification
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    expected shortfall
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