Risk-consistent conditional systemic risk measures (Q271876): Difference between revisions
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Revision as of 11:54, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-consistent conditional systemic risk measures |
scientific article |
Statements
Risk-consistent conditional systemic risk measures (English)
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20 April 2016
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conditional systemic risk measure
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conditional aggregation
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risk-consistent properties
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conditional value at risk
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conditional expected short fall
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