Pages that link to "Item:Q5079025"
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The following pages link to Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure (Q5079025):
Displaying 2 items.
- Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871) (← links)
- On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088093) (← links)
