Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relative bound and asymptotic comparison of expectile with respect to expected shortfall |
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Relative bound and asymptotic comparison of expectile with respect to expected shortfall (English)
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3 August 2020
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expectile
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expected shortfall
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value at risk
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extreme value
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risk measure
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