Tail conditional risk measures for location-scale mixture of elliptical distributions (Q3390364)
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scientific article; zbMATH DE number 7497693
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| English | Tail conditional risk measures for location-scale mixture of elliptical distributions |
scientific article; zbMATH DE number 7497693 |
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Tail conditional risk measures for location-scale mixture of elliptical distributions (English)
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24 March 2022
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tail conditional expectations
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portfolio allocations
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multivariate risk measures
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location-scale mixture
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elliptical distributions
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