VaR is subject to a significant positive bias (Q2483870): Difference between revisions

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+Coherent Measures of Risk
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+Normal rank
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+A new distribution-free quantile estimator
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+Normal rank
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+Q5615180
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+Normal rank
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+PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
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+Kernel Quantile Estimators
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+Normal rank