Comparison of VaR and CVaR criteria (Q2487628)
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scientific article; zbMATH DE number 2193700
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| English | Comparison of VaR and CVaR criteria |
scientific article; zbMATH DE number 2193700 |
Statements
Comparison of VaR and CVaR criteria (English)
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8 August 2005
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0.8223632574081421
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0.8113876581192017
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0.8113387227058411
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0.8039535284042358
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0.7850042581558228
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