Distortion Risk Measures Under Skew Normal Settings (Q4558829)
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scientific article; zbMATH DE number 6987142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distortion Risk Measures Under Skew Normal Settings |
scientific article; zbMATH DE number 6987142 |
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Distortion Risk Measures Under Skew Normal Settings (English)
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30 November 2018
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stock price
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risk measure
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asset return
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sharpe ratio
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multivariate normal distribution
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