Tail nonlinearly transformed risk measure and its application (Q1929949): Difference between revisions
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Revision as of 04:10, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail nonlinearly transformed risk measure and its application |
scientific article |
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Tail nonlinearly transformed risk measure and its application (English)
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10 January 2013
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risk measure
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ES
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market frictions
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portfolio optimization
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performance ratios
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