Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional tail risk measures for the skewed generalised hyperbolic family |
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Conditional tail risk measures for the skewed generalised hyperbolic family (English)
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23 May 2019
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tail conditional expectation
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skewed generalised hyperbolic distributions
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conditional tail risk measures
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generalized inverse Gaussian distribution
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portfolio allocation
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