Simulating sensitivities of conditional value at risk (Q3117797)
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scientific article; zbMATH DE number 6010229
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Simulating sensitivities of conditional value at risk |
scientific article; zbMATH DE number 6010229 |
Statements
Simulating Sensitivities of Conditional Value at Risk (English)
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1 March 2012
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simulation
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statistical analysis
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portfolio
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0.8392894268035889
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0.8106538653373718
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0.7879646420478821
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0.7833238244056702
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