Risk concentration and diversification: second-order properties (Q659264)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Risk concentration and diversification: second-order properties |
scientific article |
Statements
Risk concentration and diversification: second-order properties (English)
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10 February 2012
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diversification
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second-order regular variation
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second-order subexponentiality
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subadditivity
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value-at-risk
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0.8856709599494934
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0.8682258129119873
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0.8537155389785767
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0.8516051173210144
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0.8235082030296326
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