Multivariate Pareto portfolios: TCE-based capital allocation and divided differences (Q3608226)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Pareto portfolios: TCE-based capital allocation and divided differences |
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Multivariate Pareto portfolios: TCE-based capital allocation and divided differences (English)
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28 February 2009
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tail conditional expectation
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multivariate Pareto distribution
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dividend differences
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