Heavy tails and copulas: limits of diversification revisited (Q1668647)
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scientific article; zbMATH DE number 6928531
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heavy tails and copulas: limits of diversification revisited |
scientific article; zbMATH DE number 6928531 |
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Heavy tails and copulas: limits of diversification revisited (English)
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29 August 2018
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value at risk
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diversification
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power law
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power-type copulas
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