Nonlinear risk of linear instruments (Q2752035)

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scientific article; zbMATH DE number 1665344
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    Nonlinear risk of linear instruments
    scientific article; zbMATH DE number 1665344

      Statements

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      7 August 2002
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      normal approximation
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      profit and loss distribution
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      value-at-risk
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      Nonlinear risk of linear instruments (English)
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