On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378)
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scientific article; zbMATH DE number 5675997
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| English | On the non-existence of conditional value-at-risk under heavy tails and short sales |
scientific article; zbMATH DE number 5675997 |
Statements
On the non-existence of conditional value-at-risk under heavy tails and short sales (English)
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1 March 2010
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conditional value-at-risk
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value-at-risk
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heavy tails
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0.85348606
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0.85028434
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0.8493401
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0.84932566
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0.84822917
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0.84822905
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0.8481597
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0.8441235
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0.8403594
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