Measures of risk (Q704052)
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scientific article; zbMATH DE number 2127019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measures of risk |
scientific article; zbMATH DE number 2127019 |
Statements
Measures of risk (English)
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12 January 2005
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risk measures
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scalar co-dependence measures
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conditional value-at-risk
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expected shortfall
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spectral risk measures and acceptable risk weights
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