A worst-case risk measure by G-VaR (Q2025187)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A worst-case risk measure by G-VaR |
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A worst-case risk measure by G-VaR (English)
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11 May 2021
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risk measurement
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worst-case value-at-risk
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portfolio management
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G-expectation
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