Simulating and calibrating diversification against black swans (Q310955)
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scientific article; zbMATH DE number 6630485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating and calibrating diversification against black swans |
scientific article; zbMATH DE number 6630485 |
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Simulating and calibrating diversification against black swans (English)
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28 September 2016
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portfolio diversification
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downside risk
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heavy tails
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calibration
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