Nested Simulation in Portfolio Risk Measurement (Q3117320): Difference between revisions
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Latest revision as of 17:20, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nested Simulation in Portfolio Risk Measurement |
scientific article |
Statements
Nested Simulation in Portfolio Risk Measurement (English)
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27 February 2012
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nested simulation
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loss distribution
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value-at-risk
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expected shortfall
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