Dual representation of expectile-based expected shortfall and its properties (Q2241897)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual representation of expectile-based expected shortfall and its properties |
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Dual representation of expectile-based expected shortfall and its properties (English)
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9 November 2021
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expectile
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expected shortfall
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tail conditional expectation
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dual representation
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coherent risk measure
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