Mixed value-at-risk and its numerical investigation (Q2137621)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed value-at-risk and its numerical investigation |
scientific article |
Statements
Mixed value-at-risk and its numerical investigation (English)
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16 May 2022
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value-at-risk
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mixed value-at-risk
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mixed conditional value-at-risk
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deviation risk measure
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portfolio selection
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