Worst-case VaR and CVaR (Q3416614)
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scientific article; zbMATH DE number 5117528
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Worst-case VaR and CVaR |
scientific article; zbMATH DE number 5117528 |
Statements
22 January 2007
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value at risk
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conditional value at risk
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0.8337942957878113
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0.8313426971435547
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0.8225480914115906
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0.8123045563697815
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0.8019625544548035
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