On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378): Difference between revisions
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Revision as of 06:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the non-existence of conditional value-at-risk under heavy tails and short sales |
scientific article |
Statements
On the non-existence of conditional value-at-risk under heavy tails and short sales (English)
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1 March 2010
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conditional value-at-risk
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value-at-risk
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heavy tails
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