Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates (Q2015653)

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Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
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    Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates (English)
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    23 June 2014
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    complete mixability
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    worst-dependence scenarios
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    value-at-risk
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    expected shortfall
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    Basel III
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