An alternative nonparametric tail risk measure (Q5014199)
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scientific article; zbMATH DE number 7436793
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An alternative nonparametric tail risk measure |
scientific article; zbMATH DE number 7436793 |
Statements
An alternative nonparametric tail risk measure (English)
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1 December 2021
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asset pricing
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risk neutralization
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risk optimization
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stochastic discount factor
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0.7017779350280762
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0.6866100430488586
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0.6630263328552246
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0.660305380821228
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0.6555137634277344
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