Second-order expansions of the risk concentration based on CTE (Q2445358): Difference between revisions

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Latest revision as of 09:09, 8 July 2024

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Second-order expansions of the risk concentration based on CTE
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    Second-order expansions of the risk concentration based on CTE (English)
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    14 April 2014
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    asymptotical smoothness
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    diversification benefit
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    regular variation
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    second-order approximation
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    second-order regular variation
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