Méthodes de décomposition de la volatilité d'un portefeuille. Une nouvelle approche d'estimation des risques par l'indice de Gini
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- virginie terraza & stephane mussard, 2007. "New trading risk indexes: application of the shapley value in finance," Economics Bulletin, AccessEcon, vol. 3(25), pages 1-7.
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Keywords
decomposition; Gini; value; at; risk; volatility;All these keywords.
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