Stochastic models for risk estimation in volatile markets: a survey (Q993727)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic models for risk estimation in volatile markets: a survey |
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Stochastic models for risk estimation in volatile markets: a survey (English)
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20 September 2010
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fat-tailed distributions
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stable distributions
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downside risk
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average value-at-risk
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conditional value-at-risk
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risk budgeting
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