Nested Simulation in Portfolio Risk Measurement (Q3117320)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nested Simulation in Portfolio Risk Measurement |
scientific article |
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Nested Simulation in Portfolio Risk Measurement (English)
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27 February 2012
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nested simulation
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loss distribution
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value-at-risk
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expected shortfall
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