Diversification limit of quantiles under dependence uncertainty (Q291398)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diversification limit of quantiles under dependence uncertainty |
scientific article |
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Diversification limit of quantiles under dependence uncertainty (English)
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7 June 2016
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value-at-risk
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diversification ratio
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extreme value analysis
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asymptotics
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dependence uncertainty
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