Tail VaR Measures in a Multi-period Setting (Q4586032): Difference between revisions
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scientific article; zbMATH DE number 6934894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail VaR Measures in a Multi-period Setting |
scientific article; zbMATH DE number 6934894 |
Statements
Tail VaR Measures in a Multi-period Setting (English)
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11 September 2018
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tail value at risk
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coherent risk measure
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time consistency
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