Risk management with weighted VaR (Q4962462)
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scientific article; zbMATH DE number 6971519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk management with weighted VaR |
scientific article; zbMATH DE number 6971519 |
Statements
Risk management with weighted VaR (English)
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2 November 2018
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expected shortfall
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portfolio insurance
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portfolio selection
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regulatory capital arbitrage
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risk measure
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value-at-risk
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weighted value-at-risk
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