Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808): Difference between revisions

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Latest revision as of 08:16, 29 July 2024

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Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model
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    Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (English)
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    13 June 2022
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    portfolio optimization
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    asymmetry risk measure
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    normal tempered stable distribution
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    marginal contribution
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    portfolio budgeting
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    value at risk
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    conditional value at risk
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