Some remarks on capital allocation by percentile layer (Q487573)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some remarks on capital allocation by percentile layer |
scientific article |
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Some remarks on capital allocation by percentile layer (English)
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22 January 2015
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capital allocation
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percentile layer
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CoVaR
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alternative CoVaR
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CoTVaR
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VaR-dependence
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