Group cohesion under individual regulatory constraints (Q5083401)
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scientific article; zbMATH DE number 7544487
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Group cohesion under individual regulatory constraints |
scientific article; zbMATH DE number 7544487 |
Statements
Group cohesion under individual regulatory constraints (English)
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20 June 2022
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coherent risk measures
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risk regulation
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group diversification
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expected shortfall
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0.6785130500793457
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0.6771570444107056
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0.6717222332954407
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0.6710647940635681
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0.6709381341934204
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