Robustness and sensitivity analysis of risk measurement procedures (Q3577148)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness and sensitivity analysis of risk measurement procedures |
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Robustness and sensitivity analysis of risk measurement procedures (English)
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5 August 2010
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risk management
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risk measurement
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coherent risk measures
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law invariant risk measures
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value-at-risk
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expected shortfall
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