Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order properties of risk concentrations without the condition of asymptotic smoothness |
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Second-order properties of risk concentrations without the condition of asymptotic smoothness (English)
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8 April 2014
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asymptotic smoothness
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conditional tail expectation
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diversification benefit
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regular variation
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second-order approximation
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second-order regular variation
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value-at-risk
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