Proper Conditioning for Coherent VaR in Portfolio Management (Q3116094)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Proper Conditioning for Coherent VaR in Portfolio Management |
scientific article |
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Proper Conditioning for Coherent VaR in Portfolio Management (English)
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21 February 2012
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value at risk
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decentralized risk management
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coherent measures of risk
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