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The Use of Ratios to Compare Volatilities and VaRs - MaRDI portal

The Use of Ratios to Compare Volatilities and VaRs (Q3543748)

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scientific article
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The Use of Ratios to Compare Volatilities and VaRs
scientific article

    Statements

    The Use of Ratios to Compare Volatilities and VaRs (English)
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    4 December 2008
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    ratio
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    risk
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    standard deviation risk
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    value-at-risk
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    Identifiers

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