Fair Estimation of Capital Risk Allocation
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Cited by:
- Daniel Bartl & Ludovic Tangpi, 2020. "Non-asymptotic convergence rates for the plug-in estimation of risk measures," Papers 2003.10479, arXiv.org, revised Oct 2022.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2019-03-04 (Econometrics)
- NEP-RMG-2019-03-04 (Risk Management)
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