Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification

Fuente: arXiv

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Bibliographic Details
Main Authors:	Geng, Bingzhen, Liu, Yang, Zhao, Yimiao
Format:	Preprint
Published:	2024
Subjects:	Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.18029