Measuring dependence in a set of asset returns (Q6054326)
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scientific article; zbMATH DE number 7742996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring dependence in a set of asset returns |
scientific article; zbMATH DE number 7742996 |
Statements
Measuring dependence in a set of asset returns (English)
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28 September 2023
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bilateral gamma
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acceptable risks
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distorted expectations
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