GlueVaR risk measures in capital allocation applications (Q2513627): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GlueVaR risk measures in capital allocation applications |
scientific article |
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GlueVaR risk measures in capital allocation applications (English)
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28 January 2015
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subadditivity
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tails
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distortion risk measure
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capital allocation
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risk aversion
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