Pages that link to "Item:Q2697992"
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The following pages link to PELVE: probability equivalent level of VaR and ES (Q2697992):
Displaying 5 items.
- Diversification quotients based on VaR and ES (Q6152692) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
- Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution (Q6543146) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)
- Calibrating Distribution Models from PELVE (Q6583013) (← links)
