Simulating and calibrating diversification against black swans (Q310955)
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scientific article; zbMATH DE number 6630485
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| default for all languages | No label defined |
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| English | Simulating and calibrating diversification against black swans |
scientific article; zbMATH DE number 6630485 |
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Simulating and calibrating diversification against black swans (English)
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28 September 2016
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portfolio diversification
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downside risk
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heavy tails
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calibration
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0.6940590143203735
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0.6785978674888611
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0.6778097748756409
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0.6698155999183655
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0.6698155999183655
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