Second-order expansions of the risk concentration based on CTE (Q2445358)
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scientific article; zbMATH DE number 6284386
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Second-order expansions of the risk concentration based on CTE |
scientific article; zbMATH DE number 6284386 |
Statements
Second-order expansions of the risk concentration based on CTE (English)
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14 April 2014
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asymptotical smoothness
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diversification benefit
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regular variation
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second-order approximation
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second-order regular variation
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0.8611228
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0.8600992
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0.8568262
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0.84456897
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0.8395447
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0.8363385
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0.8280078
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0.8256423
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