Pages that link to "Item:Q2415965"
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The following pages link to Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965):
Displaying 9 items.
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
- On the class of truncation invariant bivariate copulas under constraints (Q2069761) (← links)
- A hitchhiker's guide to quasi-copulas (Q2219337) (← links)
- Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)
- Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (Q5037497) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
- Multivariate copulas with given values at two arbitrary points (Q6201374) (← links)
