Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740): Difference between revisions
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scientific article
Language | Label | Description | Also known as |
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English | Tail distortion risk measure for portfolio with multivariate regularly variation |
scientific article |
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Tail distortion risk measure for portfolio with multivariate regularly variation (English)
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25 May 2022
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background risk model
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tail distortion risk measure
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multivariate regular variation
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