Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885): Difference between revisions

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Latest revision as of 13:44, 7 July 2024

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Second-order properties of risk concentrations without the condition of asymptotic smoothness
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    Second-order properties of risk concentrations without the condition of asymptotic smoothness (English)
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    8 April 2014
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    asymptotic smoothness
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    conditional tail expectation
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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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    value-at-risk
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