Portfolio diversification and value at risk under thick-tailedness† (Q3645198)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio diversification and value at risk under thick-tailedness† |
scientific article |
Statements
Portfolio diversification and value at risk under thick-tailedness† (English)
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16 November 2009
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value at risk
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heavy-tailed risks
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portfolios
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riskiness
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diversification
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risk bounds
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coherent measures of risk
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