Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates (Q2015653): Difference between revisions

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+Coherent Measures of Risk
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+Normal rank
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+Risk aggregation with dependence uncertainty
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+Normal rank
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+Q5706744
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+Normal rank
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+Sharp bounds on the expected shortfall for a sum of dependent random variables
+Normal rank
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+Bounds for joint portfolios of dependent risks
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+Normal rank
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+Sharp Bounds for Sums of Dependent Risks
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+Normal rank
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+Advances in Complete Mixability
@@ Property / cites work: Advances in Complete Mixability / rank @@
+Normal rank
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+Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
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+The complete mixability and convex minimization problems with monotone marginal densities
+Normal rank