Risk concentration and the mean-expected shortfall criterion (Q6641074)
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scientific article; zbMATH DE number 7947051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk concentration and the mean-expected shortfall criterion |
scientific article; zbMATH DE number 7947051 |
Statements
Risk concentration and the mean-expected shortfall criterion (English)
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20 November 2024
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concentration aversion
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dependence
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portfolio selection
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risk measures
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tail event
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