Fair estimation of capital risk allocation (Q2173274)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair estimation of capital risk allocation |
scientific article |
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Fair estimation of capital risk allocation (English)
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22 April 2020
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capital allocation
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fair capital allocation
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asymptotic fairness
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expected shortfall
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risk measures
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Euler principle
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value-at-risk
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tail-value-at-risk
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backtesting capital allocation
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