A concept of copula robustness and its applications in quantitative risk management (Q2675816)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A concept of copula robustness and its applications in quantitative risk management |
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A concept of copula robustness and its applications in quantitative risk management (English)
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26 September 2022
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copula
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Fréchet class
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\(L^p\)-weak topology
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risk measure
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portfolio optimisation
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