On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378)
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English | On the non-existence of conditional value-at-risk under heavy tails and short sales |
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On the non-existence of conditional value-at-risk under heavy tails and short sales (English)
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1 March 2010
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conditional value-at-risk
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value-at-risk
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heavy tails
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