A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy |
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A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (English)
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7 July 2022
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risk measures
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portfolio insurance
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CPPI
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slideVaR
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