Tail conditional risk measures for location-scale mixture of elliptical distributions (Q3390364)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail conditional risk measures for location-scale mixture of elliptical distributions |
scientific article |
Statements
Tail conditional risk measures for location-scale mixture of elliptical distributions (English)
0 references
24 March 2022
0 references
tail conditional expectations
0 references
portfolio allocations
0 references
multivariate risk measures
0 references
location-scale mixture
0 references
elliptical distributions
0 references
0 references
0 references
0 references
