Risk concentration and diversification: second-order properties (Q659264)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk concentration and diversification: second-order properties |
scientific article |
Statements
Risk concentration and diversification: second-order properties (English)
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10 February 2012
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diversification
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second-order regular variation
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second-order subexponentiality
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subadditivity
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value-at-risk
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