Risk quantization by magnitude and propensity (Q6543152)
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scientific article; zbMATH DE number 7852748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk quantization by magnitude and propensity |
scientific article; zbMATH DE number 7852748 |
Statements
Risk quantization by magnitude and propensity (English)
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24 May 2024
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magnitude-propensity
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risk measure
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mass transportation
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optimal quantization
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risk management
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portfolio analysis
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