Comparing downside risk measures for heavy tailed distributions (Q1929399)
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scientific article; zbMATH DE number 6123388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing downside risk measures for heavy tailed distributions |
scientific article; zbMATH DE number 6123388 |
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Comparing downside risk measures for heavy tailed distributions (English)
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8 January 2013
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downside risk measures
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heavy tailed distribution
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regular variation
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