GlueVaR risk measures in capital allocation applications (Q2513627)
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scientific article; zbMATH DE number 6391859
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| default for all languages | No label defined |
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| English | GlueVaR risk measures in capital allocation applications |
scientific article; zbMATH DE number 6391859 |
Statements
GlueVaR risk measures in capital allocation applications (English)
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28 January 2015
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subadditivity
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tails
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distortion risk measure
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capital allocation
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risk aversion
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0.86617476
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0.8588123
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0.8564595
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0.8551177
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0.85356975
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0.84874046
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0.83833843
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0.8366257
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0.83636713
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