Cover Image

Tail Structure and the Ordering of the Standard Deviation and Gini Mean Difference

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Mohammed, Nawaf
Format:	Preprint
Published:	2026
Subjects:	Risk Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

VaR at Its Extremes: Impossibilities and Conditions for One-Sided Random Variables
by: Mohammed, Nawaf
Published: (2025)

Joint Exclusivity
by: Mohammed, Nawaf
Published: (2026)

Tail-GAN: Learning to Simulate Tail Risk Scenarios
by: Cont, Rama, et al.
Published: (2022)

Risk Management with Tail Quasi-Linear Means
by: Bäuerle, Nicole, et al.
Published: (2019)

Tail copula representation of path-based maximal tail dependence
by: Koike, Takaaki, et al.
Published: (2026)

On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution
by: Cable, Travis, et al.
Published: (2025)

Modeling and Forecasting Tail Risk Spillovers: A Component-Based CAViaR Approach
by: Lacava, Demetrio
Published: (2026)

Taming Tail Risk in Financial Markets: Conformal Risk Control for Nonstationary Portfolio VaR
by: Schmitt, Marc
Published: (2026)

Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms
by: Ke, Zong, et al.
Published: (2024)

Measuring Tail Risks
by: Chen, Kan, et al.
Published: (2022)

Standard and stressed value at risk forecasting using dynamic Bayesian networks
by: Gross, Eden, et al.
Published: (2025)

Mean-field Libor market model and valuation of long term guarantees
by: Gach, Florian, et al.
Published: (2023)

Tail risk forecasting with semi-parametric regression models by incorporating overnight information
by: Chen, Cathy W. S., et al.
Published: (2024)

Generative Learning of Heterogeneous Tail Dependence
by: Sun, Xiangqian, et al.
Published: (2020)

Mean-field approximations in insurance
by: Hornung, Philipp C.
Published: (2025)

Reliability-Aware ETF Tail-Risk Monitoring
by: Zhong, Tenghan, et al.
Published: (2026)

Tail Risk Analysis for Financial Time Series
by: Kiriliouk, Anna, et al.
Published: (2024)

Further Developments on Stochastic Dominance for Convex Combinations of Infinite-Mean Random Variables
by: Zeng, Keyi, et al.
Published: (2025)

An Exploration to the Correlation Structure and Clustering of Macroeconomic Variables
by: Arora, Garvit, et al.
Published: (2024)

Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails
by: Jha, Ayush, et al.
Published: (2025)

Estimation of the Adjusted Standard-deviatile for Extreme Risks
by: Chen, Haoyu, et al.
Published: (2024)

Quantum Network of Assets (QNA): A Density-Operator Framework for Market Dependence and Structural Risk Diagnostics
by: Gong, Hui, et al.
Published: (2025)

Risk‐Aware Updating of Reliability Standards for Flood Defences
by: Frank den Heijer, et al.
Published: (2025)

Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis: A benchmark study
by: Botha, Arno, et al.
Published: (2026)

Marking-Aware Sequential VaR Recalibration for Standardized Option Books
by: Zhong, Tenghan, et al.
Published: (2026)

The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
by: Thormann, Marah-Lisanne, et al.
Published: (2024)

On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
by: Alexander, Nolan, et al.
Published: (2026)

Analysing Flash Flood Hydrographs From Different Rainfall Temporal Profiles
by: Alexandra Seawell, et al.
Published: (2025)

EVT-Based Rate-Preserving Distributional Robustness for Tail Risk Functionals
by: Deo, Anand
Published: (2025)

Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications
by: Taleb, Nassim Nicholas
Published: (2020)

A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market
by: Laudagé, Christian, et al.
Published: (2023)

On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management
by: Li, Chi-Lin, et al.
Published: (2023)

Assessment of Rainfall Forecasts and Flood Risk in a Coastal Urban Catchment Considering Different Urban Canopy Scenarios
by: Mousumi Ghosh, et al.
Published: (2025)

Quantifying the Impacts of Land Use and Land Cover Change on Watershed Hydrology Using Spatial Cloud Computing
by: Anwarelsadat Eltayeb Elmahal, et al.
Published: (2025)

Rainstorm Flood Risk Assessment in the China–Pakistan Economic Corridor Under Different Shared Socioeconomic Pathways of the 21st Century
by: Mengting Liu, et al.
Published: (2026)

Perfectly Fitting CDO Prices Across Tranches: A Theoretical Framework with Efficient Algorithms
by: Bu, Lan, et al.
Published: (2026)

On the modeling assumptions of Historical Simulation for Value-at-Risk
by: Grelsson, Björn Löfdahl
Published: (2026)

Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics
by: Zhang, Shiyu, et al.
Published: (2026)

Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges
by: Sepper, Otar
Published: (2026)

Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
by: Liu, Yang, et al.
Published: (2026)