Risk measurement in the presence of background risk (Q998264)
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scientific article; zbMATH DE number 5499578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measurement in the presence of background risk |
scientific article; zbMATH DE number 5499578 |
Statements
Risk measurement in the presence of background risk (English)
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28 January 2009
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risk measures
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background risk
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capital allocation
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portfolio management
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elliptical distributions
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